-20.7%
KORU vs FE
+126.1%
-146.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -6.1% |
| 7D | +11.1% | +1.2% | +9.9% | +10.3% |
| 30D | -40.6% | +4.5% | -45.1% | -42.7% |
| 3M | -63.9% | +1.3% | -65.2% | -64.5% |
| 6M | -82.8% | +8.7% | -91.5% | -84.3% |
| YTD | -15.4% | +9.2% | -24.6% | -23.1% |
| 1Y | -3.3% | +7.0% | -10.2% | -10.9% |
| 3Y | +136.2% | +51.4% | +84.8% | +64.2% |
| 5Y | -36.7% | +47.7% | -84.4% | -55.1% |
| All | -20.7% | +126.1% | -146.9% | -43.8% |
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