+22.5%
KORU vs FFIV
+33.5%
-11.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -4.8% | -5.0% |
| 7D | -24.3% | -9.8% | -14.5% | -18.0% |
| 30D | -54.2% | -28.1% | -26.1% | -44.1% |
| 3M | -45.4% | -20.0% | -25.4% | -40.6% |
| 6M | -66.5% | -0.1% | -66.4% | -67.0% |
| YTD | +14.9% | +29.2% | -14.3% | -4.9% |
| 1Y | +22.5% | +36.6% | -14.1% | +0.2% |
| All | +22.5% | +33.5% | -11.0% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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