+515.7%
KORU vs FAST
+93.0%
+422.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.8% | +12.7% | +12.9% |
| 7D | +13.0% | -0.4% | +13.4% | +13.3% |
| 30D | +27.3% | -0.8% | +28.1% | +27.3% |
| 3M | -55.3% | +5.8% | -61.0% | -57.4% |
| 6M | +11.6% | +8.0% | +3.6% | +4.5% |
| YTD | +158.5% | +25.6% | +132.9% | +118.9% |
| 1Y | +482.2% | +0.8% | +481.3% | +467.7% |
| All | +515.7% | +93.0% | +422.7% | +282.4% |
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