+502.1%
KORU vs FLUT
-42.9%
+545.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.8% |
| 7D | +20.1% | -2.6% | +22.7% | +20.8% |
| 30D | +47.5% | +5.4% | +42.1% | +45.6% |
| 3M | -30.1% | -10.8% | -19.3% | -29.7% |
| 6M | +20.1% | -9.2% | +29.3% | +20.0% |
| YTD | +166.6% | -53.8% | +220.4% | +252.2% |
| 1Y | +458.9% | -66.0% | +524.9% | +761.6% |
| All | +502.1% | -42.9% | +545.1% | +582.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling