+426.7%
KORU vs FIS
-25.6%
+452.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +1.2% | -13.7% | -12.4% |
| 7D | +2.3% | -8.9% | +11.2% | +1.8% |
| 30D | +20.0% | -9.9% | +29.9% | +19.3% |
| 3M | -32.7% | 0.0% | -32.7% | -35.0% |
| 6M | +13.3% | -22.9% | +36.2% | +19.7% |
| YTD | +133.2% | -40.9% | +174.1% | +183.0% |
| 1Y | +357.3% | -40.4% | +397.7% | +447.4% |
| All | +426.7% | -25.6% | +452.3% | +343.6% |
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