+110.0%
KORU vs FE
+47.1%
+62.9%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.3% | +5.8% |
| 7D | -35.0% | 0.0% | -35.0% | -35.0% |
| 30D | -65.5% | +5.2% | -70.7% | -65.6% |
| 3M | -58.9% | 0.0% | -58.9% | -58.8% |
| 6M | -83.5% | +5.0% | -88.6% | -83.9% |
| YTD | -23.9% | +7.9% | -31.8% | -25.4% |
| 1Y | -12.4% | +6.3% | -18.8% | -13.8% |
| All | +110.0% | +47.1% | +62.9% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling