+22.5%
KORU vs FERG
+3.8%
+18.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.7% | -8.0% | -9.3% |
| 7D | -24.3% | +7.7% | -32.0% | -33.1% |
| 30D | -54.2% | +11.5% | -65.7% | -62.3% |
| 3M | -45.4% | -2.4% | -43.1% | -45.0% |
| 6M | -66.5% | -4.0% | -62.5% | -63.8% |
| YTD | +14.9% | +13.4% | +1.5% | +5.3% |
| 1Y | +22.5% | +3.1% | +19.5% | +18.0% |
| All | +22.5% | +3.8% | +18.7% | +18.0% |
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