+22.5%
KORU vs FANG
+32.3%
-9.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.9% | -0.3% | -8.2% |
| 7D | -24.3% | -11.3% | -13.0% | -29.5% |
| 30D | -54.2% | -0.7% | -53.6% | -53.8% |
| 3M | -45.4% | -4.2% | -41.3% | -45.2% |
| 6M | -66.5% | -13.5% | -53.0% | -67.5% |
| YTD | +14.9% | +23.7% | -8.8% | +14.3% |
| 1Y | +22.5% | +34.3% | -11.8% | +23.5% |
| All | +22.5% | +32.3% | -9.7% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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