+482.2%
KORU vs USHY
+4.6%
+477.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | 0.0% | +13.5% | +14.1% |
| 7D | +13.0% | -0.1% | +13.1% | +16.9% |
| 30D | +27.3% | +0.1% | +27.2% | +26.9% |
| 3M | -55.3% | +0.8% | -56.1% | -57.2% |
| 6M | +11.6% | +1.7% | +9.9% | +4.1% |
| YTD | +158.5% | +2.5% | +156.1% | +128.1% |
| 1Y | +482.2% | +4.4% | +477.8% | +329.4% |
| All | +482.2% | +4.6% | +477.6% | +329.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded USHY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling