+29.3%
KORU vs FIVE
+604.7%
-575.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +5.1% | +8.3% | +10.5% |
| 7D | +13.0% | +4.3% | +8.7% | +10.6% |
| 30D | +27.3% | +12.5% | +14.8% | +18.0% |
| 3M | -55.3% | +31.2% | -86.5% | -61.8% |
| 6M | +11.6% | +14.4% | -2.8% | +4.8% |
| YTD | +158.5% | +33.9% | +124.7% | +123.8% |
| 1Y | +482.2% | +65.1% | +417.1% | +351.0% |
| 3Y | +471.9% | +49.0% | +422.9% | +315.3% |
| 5Y | +41.1% | +30.3% | +10.8% | +7.0% |
| 10Y | +80.2% | +481.1% | -400.9% | -26.2% |
| All | +29.3% | +604.7% | -575.3% | -52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling