+375.7%
KORU vs FIG
-54.6%
+430.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.8% | +4.2% | +9.6% |
| 7D | -1.7% | -3.8% | +2.1% | -2.2% |
| 30D | +13.5% | -2.3% | +15.8% | +13.7% |
| 3M | -45.2% | +20.0% | -65.2% | -43.4% |
| 6M | +17.1% | -16.7% | +33.8% | +32.1% |
| YTD | +154.1% | -37.9% | +192.1% | +218.6% |
| 1Y | +375.7% | -58.5% | +434.2% | +574.4% |
| All | +375.7% | -54.6% | +430.2% | +574.4% |
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