+84.3%
KORU vs FOXA
+92.4%
-8.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.2% | +7.8% | +8.2% |
| 7D | -1.7% | +0.8% | -2.5% | -2.4% |
| 30D | +13.5% | +5.0% | +8.5% | +9.2% |
| 3M | -45.2% | -3.0% | -42.2% | -47.6% |
| 6M | +17.1% | +14.8% | +2.4% | -1.9% |
| YTD | +154.1% | -8.9% | +163.1% | +150.4% |
| 1Y | +375.7% | +13.3% | +362.3% | +286.3% |
| 3Y | +474.0% | +115.4% | +358.6% | +157.3% |
| 5Y | +60.4% | +95.3% | -34.9% | -22.0% |
| All | +84.3% | +92.4% | -8.1% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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