+82.9%
KORU vs FITB
+290.8%
-207.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.5% | +8.4% | +8.5% |
| 7D | -1.7% | -0.3% | -1.4% | -1.5% |
| 30D | +13.5% | -5.7% | +19.2% | +19.1% |
| 3M | -45.2% | +3.2% | -48.4% | -48.1% |
| 6M | +17.1% | +23.4% | -6.3% | -5.1% |
| YTD | +154.1% | +18.8% | +135.3% | +112.5% |
| 1Y | +375.7% | +25.0% | +350.7% | +274.1% |
| 3Y | +474.0% | +131.2% | +342.8% | +154.4% |
| 5Y | +60.4% | +70.7% | -10.3% | -5.1% |
| All | +82.9% | +290.8% | -207.9% | -35.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling