+47.5%
KORU vs FIX
+2,061.9%
-2,014.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +1.9% | +11.5% | +11.6% |
| 7D | +13.0% | +6.0% | +7.0% | +7.1% |
| 30D | +27.3% | -7.2% | +34.5% | +38.8% |
| 3M | -55.3% | -15.9% | -39.4% | -38.8% |
| 6M | +11.6% | +12.7% | -1.1% | +30.0% |
| YTD | +158.5% | +72.8% | +85.8% | +135.8% |
| 1Y | +482.2% | +122.9% | +359.3% | +352.4% |
| 3Y | +471.9% | +774.3% | -302.4% | +52.1% |
| All | +47.5% | +2,061.9% | -2,014.4% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling