+482.2%
KORU vs FAST
+2.3%
+479.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.8% | +12.7% | +13.1% |
| 7D | +13.0% | -0.4% | +13.4% | +13.2% |
| 30D | +27.3% | -0.8% | +28.1% | +27.2% |
| 3M | -55.3% | +5.8% | -61.0% | -56.7% |
| 6M | +11.6% | +8.0% | +3.6% | +4.4% |
| YTD | +158.5% | +25.6% | +132.9% | +144.6% |
| 1Y | +482.2% | +0.8% | +481.3% | +385.8% |
| All | +482.2% | +2.3% | +479.8% | +385.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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