+82.1%
KORU vs FICO
-24.3%
+106.4%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +5.8% |
| 7D | -35.0% | -0.9% | -34.1% | -35.0% |
| 30D | -65.5% | +3.3% | -68.9% | -65.6% |
| 3M | -58.9% | -31.7% | -27.2% | -58.7% |
| 6M | -83.5% | -34.0% | -49.6% | -84.5% |
| YTD | -23.9% | -58.3% | +34.4% | -16.5% |
| 1Y | -12.4% | -57.9% | +45.5% | -4.9% |
| 3Y | +82.1% | -24.1% | +106.2% | +23.5% |
| All | +82.1% | -24.3% | +106.4% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling