+136.2%
KORU vs FLEX
+281.5%
-145.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.0% | -1.4% | -0.6% |
| 7D | +11.1% | +7.5% | +3.7% | +2.7% |
| 30D | -40.6% | -25.3% | -15.3% | -11.2% |
| 3M | -63.9% | -39.7% | -24.2% | -27.9% |
| 6M | -82.8% | -47.9% | -35.0% | -53.5% |
| YTD | -15.4% | +24.1% | -39.5% | +3.7% |
| 1Y | -3.3% | +26.0% | -29.2% | +16.6% |
| 3Y | +136.2% | +282.7% | -146.5% | +10.1% |
| All | +136.2% | +281.5% | -145.3% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling