+29.3%
KORU vs FFIV
+435.4%
-406.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.4% | +13.9% | +13.8% |
| 7D | +13.0% | -1.0% | +14.0% | +14.0% |
| 30D | +27.3% | -5.1% | +32.3% | +32.7% |
| 3M | -55.3% | -4.5% | -50.8% | -51.8% |
| 6M | +11.6% | +36.5% | -24.9% | -13.3% |
| YTD | +158.5% | +53.0% | +105.6% | +78.5% |
| 1Y | +482.2% | +24.2% | +457.9% | +370.9% |
| 3Y | +471.9% | +137.2% | +334.7% | +147.4% |
| 5Y | +41.1% | +91.8% | -50.6% | -23.5% |
| 10Y | +80.2% | +215.2% | -135.0% | -32.5% |
| All | +29.3% | +435.4% | -406.1% | -69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling