+136.2%
KORU vs FLUT
-45.9%
+182.1%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.2% |
| 7D | +11.1% | -0.7% | +11.8% | +11.4% |
| 30D | -40.6% | +9.3% | -49.9% | -41.9% |
| 3M | -63.9% | -17.5% | -46.4% | -62.7% |
| 6M | -82.8% | -14.6% | -68.2% | -83.1% |
| YTD | -15.4% | -62.3% | +46.9% | +15.4% |
| 1Y | -3.3% | -59.6% | +56.4% | +26.8% |
| 3Y | +136.2% | -45.3% | +181.5% | +168.9% |
| All | +136.2% | -45.9% | +182.1% | +168.9% |
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