+29.3%
KORU vs FIS
+35.5%
-6.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.9% | +14.4% | +14.2% |
| 7D | +13.0% | +1.1% | +11.9% | +12.0% |
| 30D | +27.3% | -2.2% | +29.5% | +28.3% |
| 3M | -55.3% | +2.1% | -57.4% | -59.9% |
| 6M | +11.6% | -14.7% | +26.3% | +12.8% |
| YTD | +158.5% | -35.7% | +194.2% | +232.5% |
| 1Y | +482.2% | -37.1% | +519.2% | +649.6% |
| 3Y | +471.9% | -20.0% | +491.9% | +451.5% |
| 5Y | +41.1% | -62.1% | +103.3% | +181.2% |
| 10Y | +80.2% | -37.4% | +117.6% | +159.0% |
| All | +29.3% | +35.5% | -6.2% | -16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling