-7.3%
KORU vs FGI
-68.3%
+61.0%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +5.9% | +12.6% | +18.1% |
| 7D | -18.1% | +6.9% | -25.0% | -18.4% |
| 30D | -45.7% | +3.9% | -49.7% | -45.9% |
| 3M | -51.6% | +74.3% | -125.9% | -55.1% |
| 6M | -82.6% | +28.9% | -111.6% | -83.6% |
| YTD | -5.9% | +39.1% | -45.0% | -15.5% |
| 1Y | +3.3% | +49.3% | -46.1% | -8.9% |
| 3Y | +154.5% | +5.7% | +148.8% | +112.7% |
| All | -7.3% | -68.3% | +61.0% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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