+22.5%
KORU vs FITB
+36.9%
-14.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.5% | -6.7% | -6.1% |
| 7D | -24.3% | +2.3% | -26.6% | -25.5% |
| 30D | -54.2% | +7.7% | -61.9% | -56.5% |
| 3M | -45.4% | -4.5% | -41.0% | -44.1% |
| 6M | -66.5% | +12.5% | -78.9% | -70.7% |
| YTD | +14.9% | +19.8% | -4.9% | -11.1% |
| 1Y | +22.5% | +34.1% | -11.6% | -15.9% |
| All | +22.5% | +36.9% | -14.3% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling