+426.7%
KORU vs FCEL
-63.4%
+490.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -5.9% | -6.6% | -10.6% |
| 7D | +2.3% | +6.3% | -4.0% | -0.2% |
| 30D | +20.0% | -18.8% | +38.8% | +26.4% |
| 3M | -32.7% | -3.8% | -28.9% | -29.6% |
| 6M | +13.3% | +121.1% | -107.8% | -5.3% |
| YTD | +133.2% | +113.3% | +19.9% | +97.6% |
| 1Y | +357.3% | +173.5% | +183.8% | +254.4% |
| All | +426.7% | -63.4% | +490.1% | +411.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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