+91.6%
KORU vs FE
+110.4%
-18.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.9% |
| 7D | +20.1% | -0.2% | +20.3% | +20.2% |
| 30D | +47.5% | -1.2% | +48.6% | +48.5% |
| 3M | -30.1% | +1.7% | -31.7% | -32.0% |
| 6M | +20.1% | -7.5% | +27.6% | +22.3% |
| YTD | +166.6% | +6.3% | +160.3% | +147.6% |
| 1Y | +458.9% | +10.9% | +448.1% | +399.3% |
| 3Y | +531.8% | +46.9% | +484.8% | +347.3% |
| 5Y | +67.7% | +47.6% | +20.1% | +18.2% |
| 10Y | +91.6% | +114.5% | -22.9% | +29.1% |
| All | +91.6% | +110.4% | -18.8% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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