+22.5%
KORU vs FAST
+32.0%
-9.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.7% | -6.9% | -6.3% |
| 7D | -24.3% | +3.4% | -27.7% | -25.9% |
| 30D | -54.2% | +5.5% | -59.7% | -56.0% |
| 3M | -45.4% | +7.6% | -53.0% | -48.7% |
| 6M | -66.5% | +19.8% | -86.3% | -71.9% |
| YTD | +14.9% | +35.5% | -20.6% | -19.1% |
| 1Y | +22.5% | +31.6% | -9.1% | -11.6% |
| All | +22.5% | +32.0% | -9.5% | -11.6% |
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