+483.5%
KORU vs FIG
-73.2%
+556.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.7% | +7.3% | +1.1% |
| 7D | +24.3% | -16.4% | +40.7% | +22.5% |
| 30D | +37.3% | -2.3% | +39.6% | +37.6% |
| 3M | -32.8% | +7.8% | -40.6% | -30.8% |
| 6M | +36.9% | -21.8% | +58.8% | +47.7% |
| YTD | +162.6% | -39.1% | +201.7% | +192.6% |
| 1Y | +467.0% | -56.6% | +523.7% | +557.9% |
| All | +483.5% | -73.2% | +556.7% | +556.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling