+136.2%
KORU vs FAST
+97.8%
+38.4%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.0% |
| 7D | +11.1% | +4.2% | +7.0% | +8.5% |
| 30D | -40.6% | +6.7% | -47.3% | -42.9% |
| 3M | -63.9% | +8.0% | -71.9% | -65.8% |
| 6M | -82.8% | +27.4% | -110.2% | -85.7% |
| YTD | -15.4% | +40.5% | -55.9% | -34.1% |
| 1Y | -3.3% | +38.4% | -41.6% | -24.1% |
| 3Y | +136.2% | +98.7% | +37.5% | +28.0% |
| All | +136.2% | +97.8% | +38.4% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling