+56.9%
KORU vs FERG
+67.5%
-10.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.7% | +8.3% | +8.2% |
| 7D | -1.7% | -2.6% | +0.9% | +1.3% |
| 30D | +13.5% | -8.9% | +22.4% | +26.4% |
| 3M | -45.2% | -2.0% | -43.2% | -43.5% |
| 6M | +17.1% | -3.2% | +20.3% | +26.9% |
| YTD | +154.1% | +1.5% | +152.6% | +170.1% |
| 1Y | +375.7% | +0.5% | +375.2% | +407.7% |
| 3Y | +474.0% | +50.4% | +423.6% | +265.5% |
| All | +56.9% | +67.5% | -10.6% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling