-36.9%
KORU vs FDS
-23.2%
-13.7%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.4% |
| 7D | +11.1% | +1.5% | +9.7% | +11.2% |
| 30D | -40.6% | +14.8% | -55.4% | -40.6% |
| 3M | -63.9% | +16.3% | -80.2% | -63.8% |
| 6M | -82.8% | +66.2% | -149.0% | -85.5% |
| YTD | -15.4% | +16.2% | -31.6% | -13.8% |
| 1Y | -3.3% | +21.8% | -25.1% | -6.1% |
| 3Y | +136.2% | -23.9% | +160.0% | +237.9% |
| All | -36.9% | -23.2% | -13.7% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling