-27.3%
KORU vs FN
+837.6%
-864.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +11.9% | -0.6% | +2.3% |
| 7D | -25.8% | +16.3% | -42.1% | -31.6% |
| 30D | -56.9% | -24.7% | -32.2% | -43.6% |
| 3M | -55.7% | -34.9% | -20.8% | -34.2% |
| 6M | -83.7% | -41.1% | -42.6% | -71.4% |
| YTD | -15.3% | -19.6% | +4.3% | +20.7% |
| 1Y | +3.4% | -18.5% | +21.9% | +44.8% |
| 3Y | +133.8% | +119.1% | +14.6% | +50.9% |
| 5Y | -35.4% | +206.9% | -242.3% | -69.3% |
| 10Y | -27.3% | +826.4% | -853.7% | -82.4% |
| All | -27.3% | +837.6% | -864.9% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling