-27.3%
KORU vs FICO
+544.0%
-571.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.7% | +8.6% | +9.8% |
| 7D | -25.8% | -0.1% | -25.8% | -25.9% |
| 30D | -56.9% | +8.4% | -65.3% | -60.4% |
| 3M | -55.7% | -30.5% | -25.2% | -51.1% |
| 6M | -83.7% | -35.7% | -48.0% | -83.2% |
| YTD | -15.3% | -57.2% | +41.9% | +11.1% |
| 1Y | +3.4% | -58.4% | +61.8% | +38.0% |
| 3Y | +133.8% | -24.8% | +158.6% | +52.1% |
| 5Y | -35.4% | +79.3% | -114.6% | -83.6% |
| 10Y | -27.3% | +531.6% | -558.9% | -94.7% |
| All | -27.3% | +544.0% | -571.3% | -94.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling