+22.5%
KORU vs FIG
-52.3%
+74.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.2% | -10.5% | -4.2% |
| 7D | -24.3% | -4.7% | -19.7% | -25.0% |
| 30D | -54.2% | +0.5% | -54.8% | -53.9% |
| 3M | -45.4% | -18.4% | -27.1% | -46.6% |
| 6M | -66.5% | +10.9% | -77.3% | -63.7% |
| YTD | +14.9% | -40.8% | +55.7% | +57.2% |
| 1Y | +22.5% | -51.7% | +74.2% | +89.2% |
| All | +22.5% | -52.3% | +74.8% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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