+22.5%
KORU vs FICO
-57.1%
+79.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.2% | -2.0% | -6.5% |
| 7D | -24.3% | +0.4% | -24.7% | -24.1% |
| 30D | -54.2% | +1.7% | -55.9% | -53.0% |
| 3M | -45.4% | -33.0% | -12.4% | -52.2% |
| 6M | -66.5% | -33.9% | -32.6% | -72.1% |
| YTD | +14.9% | -58.5% | +73.4% | -12.0% |
| 1Y | +22.5% | -56.4% | +78.9% | -4.1% |
| All | +22.5% | -57.1% | +79.7% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 1y: compounded portfolio wealth divided by compounded FICO 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…
1y analysis · Full analysis span regression · 6 months rolling