+33.3%
KORU vs FERG
+497.5%
-464.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +2.3% |
| 7D | +20.1% | +0.9% | +19.2% | +19.6% |
| 30D | +47.5% | -15.1% | +62.5% | +61.7% |
| 3M | -30.1% | -4.8% | -25.2% | -27.3% |
| 6M | +20.1% | -2.5% | +22.6% | +25.8% |
| YTD | +166.6% | +1.8% | +164.8% | +177.4% |
| 1Y | +458.9% | -0.3% | +459.3% | +488.5% |
| 3Y | +531.8% | +52.9% | +478.8% | +442.9% |
| 5Y | +67.7% | +69.3% | -1.6% | +39.6% |
| 10Y | +91.6% | +352.7% | -261.1% | +23.8% |
| All | +33.3% | +497.5% | -464.2% | -19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling