+67.9%
KORU vs FHN
+129.4%
-61.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +0.7% | -13.3% | -13.0% |
| 7D | +2.3% | -0.8% | +3.1% | +2.7% |
| 30D | +20.0% | -2.6% | +22.6% | +22.0% |
| 3M | -32.7% | +0.8% | -33.6% | -33.6% |
| 6M | +13.3% | +9.2% | +4.1% | +7.5% |
| YTD | +133.2% | +5.1% | +128.1% | +128.1% |
| 1Y | +357.3% | +12.2% | +345.1% | +324.2% |
| 3Y | +452.7% | +132.4% | +320.2% | +223.3% |
| 5Y | +47.2% | +91.1% | -43.9% | -19.9% |
| All | +67.9% | +129.4% | -61.6% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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