+82.9%
KORU vs FLR
+19.7%
+63.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.2% | +7.8% | +8.4% |
| 7D | -1.7% | -3.5% | +1.8% | +0.1% |
| 30D | +13.5% | +4.2% | +9.4% | +11.6% |
| 3M | -45.2% | +8.1% | -53.3% | -45.1% |
| 6M | +17.1% | +21.5% | -4.4% | +15.6% |
| YTD | +154.1% | +36.8% | +117.4% | +143.2% |
| 1Y | +375.7% | +31.2% | +344.5% | +361.6% |
| 3Y | +474.0% | +53.9% | +420.1% | +416.3% |
| 5Y | +60.4% | +243.0% | -182.6% | +6.7% |
| All | +82.9% | +19.7% | +63.2% | +109.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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