+158.8%
KORU vs FGI
-69.8%
+228.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.5% |
| 7D | +24.3% | +5.2% | +19.1% | +23.9% |
| 30D | +37.3% | +65.2% | -27.9% | +28.4% |
| 3M | -32.8% | +30.2% | -63.0% | -36.5% |
| 6M | +36.9% | +87.8% | -50.9% | +20.3% |
| YTD | +162.6% | +32.5% | +130.2% | +137.6% |
| 1Y | +467.0% | +93.6% | +373.4% | +368.7% |
| 3Y | +522.4% | -2.6% | +524.9% | +425.4% |
| All | +158.8% | -69.8% | +228.6% | +140.5% |
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