+82.9%
KORU vs FFIV
+249.4%
-166.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.3% | +5.7% | +5.5% |
| 7D | -1.7% | +5.4% | -7.1% | -6.8% |
| 30D | +13.5% | -2.7% | +16.2% | +16.2% |
| 3M | -45.2% | +4.5% | -49.7% | -47.3% |
| 6M | +17.1% | +42.2% | -25.1% | -15.2% |
| YTD | +154.1% | +61.3% | +92.8% | +59.7% |
| 1Y | +375.7% | +23.0% | +352.6% | +280.3% |
| 3Y | +474.0% | +156.3% | +317.8% | +103.6% |
| 5Y | +60.4% | +102.9% | -42.4% | -25.6% |
| All | +82.9% | +249.4% | -166.5% | -45.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling