+502.1%
KORU vs FDS
-32.7%
+534.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +0.4% |
| 7D | +20.1% | -8.8% | +28.9% | +16.7% |
| 30D | +47.5% | -1.4% | +48.8% | +47.7% |
| 3M | -30.1% | +13.9% | -43.9% | -25.6% |
| 6M | +20.1% | +27.4% | -7.3% | +24.5% |
| YTD | +166.6% | -2.5% | +169.0% | +204.5% |
| 1Y | +458.9% | -23.8% | +482.7% | +655.7% |
| All | +502.1% | -32.7% | +534.8% | +695.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling