-55.3%
KORU vs FE
+86.0%
-141.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.9% | -4.9% |
| 7D | +24.3% | -0.3% | +24.6% | +24.6% |
| 30D | -44.8% | +3.9% | -48.7% | -46.5% |
| 3M | -60.0% | -0.1% | -59.9% | -60.3% |
| 6M | -78.7% | +6.1% | -84.7% | -80.1% |
| YTD | -10.6% | +8.1% | -18.6% | -17.6% |
| 1Y | -3.8% | +4.4% | -8.2% | -9.5% |
| 3Y | +142.0% | +49.0% | +93.0% | +75.0% |
| 5Y | -33.1% | +46.1% | -79.2% | -50.7% |
| 10Y | -18.5% | +122.6% | -141.0% | -48.5% |
| All | -55.3% | +86.0% | -141.3% | -69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling