+29.3%
KORU vs FLUT
+22.7%
+6.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -2.2% | +15.6% | +14.0% |
| 7D | +13.0% | -1.6% | +14.6% | +13.4% |
| 30D | +27.3% | +7.7% | +19.5% | +25.0% |
| 3M | -55.3% | -0.7% | -54.6% | -56.3% |
| 6M | +11.6% | -11.2% | +22.8% | +12.0% |
| YTD | +158.5% | -53.4% | +212.0% | +205.0% |
| 1Y | +482.2% | -65.8% | +547.9% | +647.6% |
| 3Y | +471.9% | -44.9% | +516.8% | +540.4% |
| 5Y | +41.1% | -49.7% | +90.8% | +51.5% |
| 10Y | +80.2% | -9.7% | +89.9% | +83.1% |
| All | +29.3% | +22.7% | +6.6% | +31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling