-61.9%
KORU vs FE
+85.7%
-147.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.3% | +6.1% |
| 7D | -35.0% | 0.0% | -35.0% | -35.0% |
| 30D | -65.5% | +5.2% | -70.7% | -66.9% |
| 3M | -58.9% | 0.0% | -58.9% | -59.2% |
| 6M | -83.5% | +5.0% | -88.6% | -84.6% |
| YTD | -23.9% | +7.9% | -31.8% | -29.9% |
| 1Y | -12.4% | +6.3% | -18.8% | -18.7% |
| 3Y | +82.1% | +46.0% | +36.1% | +33.5% |
| 5Y | -42.6% | +45.6% | -88.3% | -57.7% |
| 10Y | -37.4% | +109.3% | -146.8% | -59.1% |
| All | -61.9% | +85.7% | -147.6% | -74.3% |
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 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