+1.8%
KORU vs USHY
+50.4%
-48.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +2.5% |
| 7D | +20.1% | -0.1% | +20.2% | +21.0% |
| 30D | +47.5% | 0.0% | +47.5% | +48.6% |
| 3M | -30.1% | +0.8% | -30.9% | -31.1% |
| 6M | +20.1% | +1.9% | +18.2% | +21.8% |
| YTD | +166.6% | +2.3% | +164.3% | +170.9% |
| 1Y | +458.9% | +4.1% | +454.8% | +424.1% |
| 3Y | +531.8% | +27.8% | +504.0% | +143.3% |
| 5Y | +67.7% | +21.5% | +46.2% | -1.3% |
| All | +1.8% | +50.4% | -48.6% | -66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling