+67.9%
KORU vs FDX
+182.3%
-114.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +0.8% | -13.4% | -13.3% |
| 7D | +2.3% | -3.9% | +6.2% | +5.9% |
| 30D | +20.0% | -3.3% | +23.3% | +23.2% |
| 3M | -32.7% | -2.0% | -30.8% | -30.0% |
| 6M | +13.3% | +8.0% | +5.3% | +8.7% |
| YTD | +133.2% | +35.0% | +98.2% | +85.4% |
| 1Y | +357.3% | +73.7% | +283.6% | +187.8% |
| 3Y | +452.7% | +61.6% | +391.1% | +245.6% |
| 5Y | +47.2% | +65.4% | -18.2% | -12.4% |
| All | +67.9% | +182.3% | -114.4% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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