-20.7%
KORU vs FDX
+155.8%
-176.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -6.9% |
| 7D | +11.1% | +5.2% | +6.0% | +6.2% |
| 30D | -40.6% | +11.3% | -51.9% | -46.0% |
| 3M | -63.9% | -4.1% | -59.8% | -62.5% |
| 6M | -82.8% | +9.6% | -92.5% | -83.8% |
| YTD | -15.4% | +40.9% | -56.3% | -35.0% |
| 1Y | -3.3% | +53.0% | -56.3% | -31.1% |
| 3Y | +136.2% | +74.1% | +62.1% | +38.6% |
| 5Y | -36.7% | +75.1% | -111.8% | -63.7% |
| All | -20.7% | +155.8% | -176.6% | -64.2% |
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