+40.3%
LQD vs KORU
+35.0%
+5.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | 0.0% |
| 7D | +0.2% | +24.3% | -24.0% | -0.3% |
| 30D | -0.6% | +37.3% | -37.9% | -1.6% |
| 3M | -1.2% | -32.8% | +31.6% | -1.6% |
| 6M | -1.9% | +36.9% | -38.9% | -5.9% |
| YTD | -1.3% | +162.6% | -163.9% | -7.7% |
| 1Y | -1.0% | +467.0% | -468.0% | -10.0% |
| 3Y | +15.2% | +522.4% | -507.1% | +2.9% |
| 5Y | -4.4% | +57.9% | -62.3% | -12.8% |
| 10Y | +22.6% | +70.8% | -48.2% | +6.3% |
| All | +40.3% | +35.0% | +5.3% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KORU.
Daily Out/Under-Performance
Portfolio return minus KORU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KORU 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 KORU 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