-57.7%
KORU vs FITB
+412.0%
-469.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -6.4% |
| 7D | +11.1% | +2.8% | +8.4% | +8.7% |
| 30D | -40.6% | +9.8% | -50.4% | -45.0% |
| 3M | -63.9% | -5.2% | -58.7% | -61.9% |
| 6M | -82.8% | +17.3% | -100.1% | -85.5% |
| YTD | -15.4% | +19.3% | -34.7% | -28.8% |
| 1Y | -3.3% | +32.7% | -36.0% | -26.2% |
| 3Y | +136.2% | +141.6% | -5.4% | +2.2% |
| 5Y | -36.7% | +48.9% | -85.6% | -57.1% |
| 10Y | -22.9% | +216.5% | -239.4% | -75.2% |
| All | -57.7% | +412.0% | -469.7% | -91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling