+67.9%
KORU vs FDS
+66.9%
+1.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -5.8% | -6.7% | -9.3% |
| 7D | +2.3% | -16.0% | +18.3% | +12.5% |
| 30D | +20.0% | -6.7% | +26.7% | +23.2% |
| 3M | -32.7% | +6.0% | -38.7% | -43.3% |
| 6M | +13.3% | +25.1% | -11.8% | -21.6% |
| YTD | +133.2% | -8.1% | +141.3% | +105.2% |
| 1Y | +357.3% | -26.0% | +383.3% | +378.0% |
| 3Y | +452.7% | -36.4% | +489.1% | +566.2% |
| 5Y | +47.2% | -27.7% | +74.9% | +52.2% |
| All | +67.9% | +66.9% | +1.0% | -18.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling