+474.0%
KORU vs FANG
+45.3%
+428.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.2% | +9.2% | +9.0% |
| 7D | -1.7% | +2.9% | -4.6% | -2.3% |
| 30D | +13.5% | +2.6% | +10.9% | +12.7% |
| 3M | -45.2% | +7.6% | -52.8% | -46.5% |
| 6M | +17.1% | +17.3% | -0.2% | +8.2% |
| YTD | +154.1% | +38.7% | +115.5% | +117.0% |
| 1Y | +375.7% | +51.6% | +324.0% | +286.8% |
| 3Y | +474.0% | +50.0% | +424.1% | +339.1% |
| All | +474.0% | +45.3% | +428.8% | +339.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling