+482.2%
KORU vs FERG
+0.8%
+481.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +2.3% | +11.1% | +10.0% |
| 7D | +13.0% | 0.0% | +13.0% | +13.6% |
| 30D | +27.3% | -10.2% | +37.5% | +46.5% |
| 3M | -55.3% | -0.6% | -54.7% | -55.0% |
| 6M | +11.6% | -6.5% | +18.1% | +25.0% |
| YTD | +158.5% | +4.2% | +154.4% | +174.9% |
| 1Y | +482.2% | -2.3% | +484.4% | +549.4% |
| All | +482.2% | +0.8% | +481.3% | +549.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 1y: compounded portfolio wealth divided by compounded FERG 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…
1y analysis · Full analysis span regression · 6 months rolling