+82.1%
KORU vs FIX
+448.6%
-366.5%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.4% | +0.4% | +0.2% |
| 7D | -35.0% | -17.5% | -17.5% | -18.5% |
| 30D | -65.5% | -41.6% | -24.0% | -37.2% |
| 3M | -58.9% | -40.6% | -18.3% | -25.1% |
| 6M | -83.5% | -49.4% | -34.2% | -59.9% |
| YTD | -23.9% | +9.2% | -33.1% | +21.4% |
| 1Y | -12.4% | +6.5% | -18.9% | +41.1% |
| 3Y | +82.1% | +448.7% | -366.6% | -1.5% |
| All | +82.1% | +448.6% | -366.5% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling