+474.0%
KORU vs USHY
+27.0%
+447.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | 0.0% | +8.9% | +8.7% |
| 7D | -1.7% | -0.7% | -1.0% | +5.7% |
| 30D | +13.5% | -0.7% | +14.2% | +22.9% |
| 3M | -45.2% | +0.1% | -45.3% | -43.0% |
| 6M | +17.1% | +1.8% | +15.4% | +20.6% |
| YTD | +154.1% | +1.8% | +152.4% | +168.6% |
| 1Y | +375.7% | +3.3% | +372.4% | +359.5% |
| 3Y | +474.0% | +27.0% | +447.0% | +80.4% |
| All | +474.0% | +27.0% | +447.0% | +80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling