+29.3%
KORU vs FICO
+2,138.2%
-2,108.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -16.7% | +30.1% | +24.3% |
| 7D | +13.0% | -19.2% | +32.2% | +26.6% |
| 30D | +27.3% | -14.6% | +41.9% | +36.6% |
| 3M | -55.3% | -20.1% | -35.2% | -55.0% |
| 6M | +11.6% | -36.3% | +47.9% | +26.5% |
| YTD | +158.5% | -44.9% | +203.4% | +218.1% |
| 1Y | +482.2% | -38.6% | +520.8% | +525.3% |
| 3Y | +471.9% | +4.0% | +467.9% | +237.4% |
| 5Y | +41.1% | +99.5% | -58.4% | -57.2% |
| 10Y | +80.2% | +604.7% | -524.5% | -80.3% |
| All | +29.3% | +2,138.2% | -2,108.9% | -94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling