-61.9%
KORU vs FN
+2,321.4%
-2,383.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +11.7% | -5.8% | -2.2% |
| 7D | -35.0% | 0.0% | -34.9% | -32.9% |
| 30D | -65.5% | -34.3% | -31.2% | -51.5% |
| 3M | -58.9% | -39.9% | -19.0% | -37.3% |
| 6M | -83.5% | -51.8% | -31.7% | -68.4% |
| YTD | -23.9% | -28.1% | +4.3% | +15.0% |
| 1Y | -12.4% | -29.1% | +16.6% | +32.5% |
| 3Y | +82.1% | +102.4% | -20.4% | +34.9% |
| 5Y | -42.6% | +171.7% | -214.3% | -65.9% |
| 10Y | -37.4% | +773.5% | -810.9% | -78.9% |
| All | -61.9% | +2,321.4% | -2,383.3% | -90.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling