-57.7%
KORU vs FFIV
+323.9%
-381.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.7% | -2.7% | -2.9% |
| 7D | +11.1% | -0.5% | +11.7% | +12.2% |
| 30D | -40.6% | -32.4% | -8.2% | -16.3% |
| 3M | -63.9% | -25.7% | -38.2% | -53.4% |
| 6M | -82.8% | -13.5% | -69.3% | -80.1% |
| YTD | -15.4% | +21.1% | -36.5% | -28.6% |
| 1Y | -3.3% | +29.4% | -32.7% | -23.6% |
| 3Y | +136.2% | +94.9% | +41.3% | +20.4% |
| 5Y | -36.7% | +34.7% | -71.4% | -53.1% |
| 10Y | -22.9% | +119.0% | -141.9% | -61.4% |
| All | -57.7% | +323.9% | -381.6% | -88.0% |
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