-20.7%
KORU vs FIS
-53.2%
+32.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +4.2% | -9.6% | -8.3% |
| 7D | +11.1% | +2.8% | +8.3% | +9.1% |
| 30D | -40.6% | -16.7% | -23.9% | -35.9% |
| 3M | -63.9% | -32.3% | -31.6% | -55.4% |
| 6M | -82.8% | -29.1% | -53.8% | -81.3% |
| YTD | -15.4% | -54.1% | +38.7% | +30.7% |
| 1Y | -3.3% | -53.7% | +50.5% | +48.1% |
| 3Y | +136.2% | -38.8% | +175.0% | +151.4% |
| 5Y | -36.7% | -71.1% | +34.4% | +46.2% |
| All | -20.7% | -53.2% | +32.4% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling