+502.1%
KORU vs FITB
+128.2%
+373.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.9% |
| 7D | +20.1% | -0.4% | +20.5% | +20.4% |
| 30D | +47.5% | -5.1% | +52.6% | +53.0% |
| 3M | -30.1% | +3.5% | -33.6% | -33.3% |
| 6M | +20.1% | +17.2% | +2.9% | +3.0% |
| YTD | +166.6% | +17.6% | +148.9% | +127.8% |
| 1Y | +458.9% | +23.4% | +435.6% | +355.7% |
| All | +502.1% | +128.2% | +373.9% | +187.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling