+82.9%
KORU vs FIS
-40.5%
+123.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.0% | +10.0% | +9.7% |
| 7D | -1.7% | -9.0% | +7.2% | +4.9% |
| 30D | +13.5% | -9.0% | +22.6% | +20.3% |
| 3M | -45.2% | -0.5% | -44.7% | -50.6% |
| 6M | +17.1% | -23.1% | +40.2% | +28.1% |
| YTD | +154.1% | -41.5% | +195.6% | +250.7% |
| 1Y | +375.7% | -42.2% | +417.9% | +552.7% |
| 3Y | +474.0% | -26.3% | +500.4% | +480.5% |
| 5Y | +60.4% | -65.2% | +125.6% | +251.9% |
| All | +82.9% | -40.5% | +123.4% | +192.4% |
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