-41.5%
KORU vs FN
+753.0%
-794.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +11.7% | -5.8% | -3.0% |
| 7D | -35.0% | 0.0% | -34.9% | -32.9% |
| 30D | -65.5% | -34.3% | -31.2% | -50.0% |
| 3M | -58.9% | -39.9% | -19.0% | -35.1% |
| 6M | -83.5% | -51.8% | -31.7% | -66.7% |
| YTD | -23.9% | -28.1% | +4.3% | +18.1% |
| 1Y | -12.4% | -29.1% | +16.6% | +35.9% |
| 3Y | +82.1% | +102.4% | -20.4% | +24.2% |
| 5Y | -42.6% | +171.7% | -214.3% | -70.2% |
| All | -41.5% | +753.0% | -794.5% | -85.0% |
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