-20.7%
KORU vs FIX
+3,564.5%
-3,585.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -4.2% |
| 7D | +11.1% | +9.4% | +1.7% | +3.4% |
| 30D | -40.6% | -27.8% | -12.8% | -16.6% |
| 3M | -63.9% | -35.6% | -28.3% | -42.7% |
| 6M | -82.8% | -45.2% | -37.6% | -64.1% |
| YTD | -15.4% | +19.5% | -34.9% | +9.1% |
| 1Y | -3.3% | +24.2% | -27.5% | +20.5% |
| 3Y | +136.2% | +494.2% | -358.0% | -19.3% |
| 5Y | -36.7% | +1,036.1% | -1,072.8% | -87.5% |
| All | -20.7% | +3,564.5% | -3,585.3% | -92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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