+426.7%
KORU vs FLR
+52.3%
+374.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.3% | -10.2% | -10.3% |
| 7D | +2.3% | -6.9% | +9.2% | +9.2% |
| 30D | +20.0% | +1.1% | +18.9% | +18.7% |
| 3M | -32.7% | +14.3% | -47.0% | -35.9% |
| 6M | +13.3% | +19.1% | -5.8% | +9.3% |
| YTD | +133.2% | +35.1% | +98.1% | +113.6% |
| 1Y | +357.3% | +29.5% | +327.8% | +325.8% |
| All | +426.7% | +52.3% | +374.4% | +280.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling