+68.1%
KORU vs FICO
+606.8%
-538.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -16.7% | +30.1% | +24.1% |
| 7D | +13.0% | -19.2% | +32.2% | +26.3% |
| 30D | +27.3% | -14.6% | +41.9% | +36.4% |
| 3M | -55.3% | -20.1% | -35.2% | -55.2% |
| 6M | +11.6% | -36.3% | +47.9% | +26.4% |
| YTD | +158.5% | -44.9% | +203.4% | +218.6% |
| 1Y | +482.2% | -38.6% | +520.8% | +523.1% |
| 3Y | +471.9% | +4.0% | +467.9% | +223.0% |
| 5Y | +41.1% | +99.5% | -58.4% | -61.1% |
| All | +68.1% | +606.8% | -538.7% | -87.0% |
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