+29.3%
KORU vs FHN
+254.7%
-225.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.1% | +13.5% | +13.5% |
| 7D | +13.0% | +1.2% | +11.8% | +12.3% |
| 30D | +27.3% | -4.7% | +32.0% | +31.5% |
| 3M | -55.3% | +3.5% | -58.8% | -56.5% |
| 6M | +11.6% | +7.8% | +3.8% | +6.6% |
| YTD | +158.5% | +5.9% | +152.7% | +151.7% |
| 1Y | +482.2% | +12.5% | +469.7% | +437.7% |
| 3Y | +471.9% | +117.2% | +354.7% | +241.7% |
| 5Y | +41.1% | +86.5% | -45.4% | -23.1% |
| 10Y | +80.2% | +125.7% | -45.5% | -22.7% |
| All | +29.3% | +254.7% | -225.4% | -59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling