+136.2%
KORU vs FIS
-38.7%
+174.9%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +4.2% | -9.6% | -5.0% |
| 7D | +11.1% | +2.8% | +8.3% | +11.4% |
| 30D | -40.6% | -16.7% | -23.9% | -41.6% |
| 3M | -63.9% | -32.3% | -31.6% | -65.3% |
| 6M | -82.8% | -29.1% | -53.8% | -83.4% |
| YTD | -15.4% | -54.1% | +38.7% | -1.7% |
| 1Y | -3.3% | -53.7% | +50.5% | +11.8% |
| 3Y | +136.2% | -38.8% | +175.0% | +102.2% |
| All | +136.2% | -38.7% | +174.9% | +102.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling