+70.8%
KORU vs FAST
+506.4%
-435.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.0% |
| 7D | +24.3% | +1.3% | +23.0% | +22.7% |
| 30D | +37.3% | -4.7% | +42.1% | +43.4% |
| 3M | -32.8% | +7.9% | -40.7% | -39.0% |
| 6M | +36.9% | +7.4% | +29.5% | +26.4% |
| YTD | +162.6% | +25.1% | +137.5% | +106.2% |
| 1Y | +467.0% | +4.7% | +462.3% | +421.7% |
| 3Y | +522.4% | +94.7% | +427.7% | +186.5% |
| 5Y | +57.9% | +106.8% | -48.9% | -30.4% |
| 10Y | +70.8% | +507.7% | -436.9% | -62.3% |
| All | +70.8% | +506.4% | -435.6% | -62.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling