-61.9%
KORU vs FIX
+8,522.0%
-8,583.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.4% | +0.4% | +1.3% |
| 7D | -35.0% | -17.5% | -17.5% | -21.8% |
| 30D | -65.5% | -41.6% | -24.0% | -44.0% |
| 3M | -58.9% | -40.6% | -18.3% | -33.0% |
| 6M | -83.5% | -49.4% | -34.2% | -65.4% |
| YTD | -23.9% | +9.2% | -33.1% | +3.1% |
| 1Y | -12.4% | +6.5% | -18.9% | +19.9% |
| 3Y | +82.1% | +448.7% | -366.6% | -25.3% |
| 5Y | -42.6% | +948.7% | -991.4% | -85.2% |
| 10Y | -37.4% | +3,659.7% | -3,697.1% | -92.6% |
| All | -61.9% | +8,522.0% | -8,583.9% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling