+29.3%
KORU vs FAST
+473.0%
-443.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.8% | +12.7% | +12.7% |
| 7D | +13.0% | -0.4% | +13.4% | +13.5% |
| 30D | +27.3% | -0.8% | +28.1% | +27.4% |
| 3M | -55.3% | +5.8% | -61.0% | -58.3% |
| 6M | +11.6% | +8.0% | +3.6% | +2.3% |
| YTD | +158.5% | +25.6% | +132.9% | +103.6% |
| 1Y | +482.2% | +0.8% | +481.3% | +456.5% |
| 3Y | +471.9% | +86.1% | +385.8% | +185.6% |
| 5Y | +41.1% | +100.2% | -59.1% | -33.1% |
| 10Y | +80.2% | +494.2% | -414.0% | -65.9% |
| All | +29.3% | +473.0% | -443.7% | -75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling