+82.9%
KORU vs FISV
+3.1%
+79.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.4% | +3.6% | +5.6% |
| 7D | -1.7% | -2.7% | +1.0% | -0.2% |
| 30D | +13.5% | 0.0% | +13.5% | +13.0% |
| 3M | -45.2% | -2.8% | -42.4% | -48.6% |
| 6M | +17.1% | -11.8% | +29.0% | +16.7% |
| YTD | +154.1% | -23.2% | +177.3% | +172.4% |
| 1Y | +375.7% | -62.0% | +437.7% | +656.9% |
| 3Y | +474.0% | -57.6% | +531.6% | +557.3% |
| 5Y | +60.4% | -53.4% | +113.8% | +59.2% |
| All | +82.9% | +3.1% | +79.8% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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