+502.1%
KORU vs FLEX
+465.7%
+36.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +3.1% |
| 7D | +20.1% | +6.4% | +13.7% | +12.3% |
| 30D | +47.5% | -5.9% | +53.3% | +60.2% |
| 3M | -30.1% | -23.5% | -6.6% | +4.9% |
| 6M | +20.1% | +83.7% | -63.6% | -14.9% |
| YTD | +166.6% | +86.5% | +80.1% | +89.6% |
| 1Y | +458.9% | +100.5% | +358.4% | +279.6% |
| All | +502.1% | +465.7% | +36.4% | +120.0% |
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