+22.5%
KORU vs FDS
+31.1%
-8.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.9% | -8.2% | -2.5% |
| 7D | -24.3% | +9.4% | -33.7% | -16.6% |
| 30D | -54.2% | +23.8% | -78.0% | -42.5% |
| 3M | -45.4% | +25.1% | -70.6% | -28.7% |
| 6M | -66.5% | +53.8% | -120.2% | -43.5% |
| YTD | +14.9% | +19.6% | -4.7% | +80.9% |
| 1Y | +22.5% | +31.6% | -9.1% | +90.7% |
| All | +22.5% | +31.1% | -8.6% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling