-25.0%
KORU vs FGI
-70.6%
+45.6%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.6% | +5.9% |
| 7D | -35.0% | -7.0% | -28.0% | -34.7% |
| 30D | -65.5% | -4.2% | -61.3% | -65.5% |
| 3M | -58.9% | +55.6% | -114.5% | -61.6% |
| 6M | -83.5% | -3.2% | -80.4% | -84.2% |
| YTD | -23.9% | +29.1% | -53.0% | -31.4% |
| 1Y | -12.4% | +51.0% | -63.4% | -23.0% |
| 3Y | +82.1% | +1.5% | +80.6% | +51.7% |
| All | -25.0% | -70.6% | +45.6% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling