-57.6%
KORU vs FIX
+9,333.2%
-9,390.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +9.4% | +1.9% | +3.5% |
| 7D | -25.8% | -7.2% | -18.6% | -18.8% |
| 30D | -56.9% | -35.1% | -21.8% | -35.7% |
| 3M | -55.7% | -34.3% | -21.4% | -33.4% |
| 6M | -83.7% | -42.9% | -40.7% | -68.8% |
| YTD | -15.3% | +19.5% | -34.7% | +6.7% |
| 1Y | +3.4% | +16.8% | -13.4% | +31.5% |
| 3Y | +133.8% | +506.7% | -372.9% | -11.5% |
| 5Y | -35.4% | +1,046.7% | -1,082.1% | -84.5% |
| 10Y | -27.3% | +3,800.0% | -3,827.3% | -91.7% |
| All | -57.6% | +9,333.2% | -9,390.8% | -96.6% |
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