+67.9%
KORU vs FLEX
+1,045.7%
-977.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -4.1% | -8.4% | -8.5% |
| 7D | +2.3% | +0.1% | +2.2% | +2.6% |
| 30D | +20.0% | -11.8% | +31.8% | +37.9% |
| 3M | -32.7% | -22.6% | -10.2% | -2.4% |
| 6M | +13.3% | +77.3% | -64.0% | -18.4% |
| YTD | +133.2% | +78.8% | +54.4% | +69.4% |
| 1Y | +357.3% | +86.1% | +271.2% | +223.4% |
| 3Y | +452.7% | +446.2% | +6.4% | +47.2% |
| 5Y | +47.2% | +689.7% | -642.5% | -70.8% |
| All | +67.9% | +1,045.7% | -977.9% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 10y: compounded portfolio wealth divided by compounded FLEX 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…
10y analysis · Full analysis span regression · 6 months rolling