+136.2%
KORU vs FDX
+74.4%
+61.7%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -6.8% |
| 7D | +11.1% | +5.2% | +6.0% | +6.5% |
| 30D | -40.6% | +11.3% | -51.9% | -45.5% |
| 3M | -63.9% | -4.1% | -59.8% | -62.4% |
| 6M | -82.8% | +9.6% | -92.5% | -83.6% |
| YTD | -15.4% | +40.9% | -56.3% | -30.8% |
| 1Y | -3.3% | +53.0% | -56.3% | -25.0% |
| 3Y | +136.2% | +74.1% | +62.1% | +48.3% |
| All | +136.2% | +74.4% | +61.7% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling