+482.2%
KORU vs FLUT
-65.9%
+548.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -2.2% | +15.6% | +13.1% |
| 7D | +13.0% | -1.6% | +14.6% | +12.6% |
| 30D | +27.3% | +7.7% | +19.5% | +28.7% |
| 3M | -55.3% | -0.7% | -54.6% | -56.0% |
| 6M | +11.6% | -11.2% | +22.8% | +11.0% |
| YTD | +158.5% | -53.4% | +212.0% | +211.7% |
| 1Y | +482.2% | -65.8% | +547.9% | +690.4% |
| All | +482.2% | -65.9% | +548.1% | +690.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 1y: compounded portfolio wealth divided by compounded FLUT 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…
1y analysis · Full analysis span regression · 6 months rolling