+22.5%
KORU vs FIVE
+63.3%
-40.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.7% | -12.0% | -11.1% |
| 7D | -24.3% | +7.5% | -31.8% | -29.6% |
| 30D | -54.2% | +16.7% | -70.9% | -60.8% |
| 3M | -45.4% | +13.4% | -58.8% | -54.1% |
| 6M | -66.5% | +9.0% | -75.5% | -69.8% |
| YTD | +14.9% | +33.8% | -18.9% | -9.8% |
| 1Y | +22.5% | +61.2% | -38.6% | -17.5% |
| All | +22.5% | +63.3% | -40.7% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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