-27.6%
KORU vs FE
+120.7%
-148.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.3% | -5.9% | -6.1% |
| 7D | -34.5% | -0.5% | -34.0% | -34.2% |
| 30D | -59.6% | +4.3% | -63.9% | -61.0% |
| 3M | -56.1% | +0.4% | -56.5% | -56.5% |
| 6M | -84.7% | +6.9% | -91.6% | -85.9% |
| YTD | -20.6% | +8.0% | -28.6% | -27.3% |
| 1Y | -13.9% | +4.8% | -18.7% | -19.5% |
| 3Y | +114.9% | +49.0% | +65.9% | +51.1% |
| 5Y | -36.0% | +46.2% | -82.2% | -54.2% |
| All | -27.6% | +120.7% | -148.3% | -48.3% |
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