-35.4%
KORU vs FAST
+110.9%
-146.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +3.0% | +8.3% | +8.6% |
| 7D | -25.8% | +3.8% | -29.7% | -28.0% |
| 30D | -56.9% | +8.1% | -65.0% | -59.9% |
| 3M | -55.7% | +5.8% | -61.5% | -58.2% |
| 6M | -83.7% | +24.9% | -108.5% | -87.0% |
| YTD | -15.3% | +38.9% | -54.2% | -38.8% |
| 1Y | +3.4% | +36.5% | -33.1% | -24.2% |
| 3Y | +133.8% | +98.1% | +35.6% | +6.8% |
| 5Y | -35.4% | +109.3% | -144.7% | -73.8% |
| All | -35.4% | +110.9% | -146.3% | -73.8% |
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