-57.7%
KORU vs FLEX
+1,363.2%
-1,420.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.0% | -1.4% | -1.5% |
| 7D | +11.1% | +7.5% | +3.7% | +4.2% |
| 30D | -40.6% | -25.3% | -15.3% | -15.9% |
| 3M | -63.9% | -39.7% | -24.2% | -34.5% |
| 6M | -82.8% | -47.9% | -35.0% | -58.7% |
| YTD | -15.4% | +24.1% | -39.5% | -4.1% |
| 1Y | -3.3% | +26.0% | -29.2% | +7.8% |
| 3Y | +136.2% | +282.7% | -146.5% | -1.0% |
| 5Y | -36.7% | +424.2% | -460.9% | -79.6% |
| 10Y | -22.9% | +613.8% | -636.7% | -81.9% |
| All | -57.7% | +1,363.2% | -1,420.9% | -94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling