+29.3%
KORU vs FE
+85.2%
-55.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.6% | +14.0% | +13.8% |
| 7D | +13.0% | +1.9% | +11.1% | +11.6% |
| 30D | +27.3% | -1.2% | +28.4% | +28.2% |
| 3M | -55.3% | +3.5% | -58.8% | -57.3% |
| 6M | +11.6% | -6.1% | +17.7% | +12.6% |
| YTD | +158.5% | +7.6% | +150.9% | +140.0% |
| 1Y | +482.2% | +11.9% | +470.2% | +422.6% |
| 3Y | +471.9% | +48.4% | +423.5% | +317.2% |
| 5Y | +41.1% | +44.8% | -3.7% | +5.0% |
| 10Y | +80.2% | +115.9% | -35.7% | +17.2% |
| All | +29.3% | +85.2% | -55.9% | -12.1% |
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 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