+82.9%
KORU vs FCUV
-98.6%
+181.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.3% | +5.7% | +9.0% |
| 7D | -1.7% | -66.5% | +64.8% | -1.6% |
| 30D | +13.5% | +5.0% | +8.6% | +13.4% |
| 3M | -45.2% | +63.8% | -109.0% | -45.7% |
| 6M | +17.1% | -67.8% | +85.0% | +17.4% |
| YTD | +154.1% | -82.4% | +236.5% | +155.9% |
| 1Y | +375.7% | -94.7% | +470.4% | +383.4% |
| 3Y | +474.0% | -99.3% | +573.3% | +482.1% |
| 5Y | +60.4% | -99.9% | +160.3% | +63.6% |
| All | +82.9% | -98.6% | +181.5% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 10y: compounded portfolio wealth divided by compounded FCUV 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…
10y analysis · Full analysis span regression · 6 months rolling