+47.5%
KORU vs FAST
+100.5%
-53.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.8% | +12.7% | +12.8% |
| 7D | +13.0% | -0.4% | +13.4% | +13.4% |
| 30D | +27.3% | -0.8% | +28.1% | +27.4% |
| 3M | -55.3% | +5.8% | -61.0% | -58.2% |
| 6M | +11.6% | +8.0% | +3.6% | +2.5% |
| YTD | +158.5% | +25.6% | +132.9% | +105.4% |
| 1Y | +482.2% | +0.8% | +481.3% | +460.1% |
| 3Y | +471.9% | +86.1% | +385.8% | +174.1% |
| All | +47.5% | +100.5% | -53.0% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling