+515.7%
KORU vs FIX
+765.6%
-249.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +1.9% | +11.5% | +11.6% |
| 7D | +13.0% | +6.0% | +7.0% | +6.9% |
| 30D | +27.3% | -7.2% | +34.5% | +39.2% |
| 3M | -55.3% | -15.9% | -39.4% | -38.6% |
| 6M | +11.6% | +12.7% | -1.1% | +31.2% |
| YTD | +158.5% | +72.8% | +85.8% | +144.8% |
| 1Y | +482.2% | +122.9% | +359.3% | +382.4% |
| All | +515.7% | +765.6% | -249.9% | +172.4% |
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