-20.7%
KORU vs FDS
+127.7%
-148.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.6% |
| 7D | +11.1% | +1.5% | +9.7% | +10.6% |
| 30D | -40.6% | +14.8% | -55.4% | -45.6% |
| 3M | -63.9% | +16.3% | -80.2% | -68.1% |
| 6M | -82.8% | +66.2% | -149.0% | -90.0% |
| YTD | -15.4% | +16.2% | -31.6% | -36.7% |
| 1Y | -3.3% | +21.8% | -25.1% | -31.9% |
| 3Y | +136.2% | -23.9% | +160.0% | +157.4% |
| 5Y | -36.7% | -23.1% | -13.6% | -31.6% |
| All | -20.7% | +127.7% | -148.4% | -70.2% |
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