+56.9%
KORU vs FOXA
+93.7%
-36.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.2% | +7.8% | +8.5% |
| 7D | -1.7% | +0.8% | -2.5% | -2.1% |
| 30D | +13.5% | +5.0% | +8.5% | +10.8% |
| 3M | -45.2% | -3.0% | -42.2% | -46.0% |
| 6M | +17.1% | +14.8% | +2.4% | +3.7% |
| YTD | +154.1% | -8.9% | +163.1% | +158.9% |
| 1Y | +375.7% | +13.3% | +362.3% | +309.0% |
| 3Y | +474.0% | +115.4% | +358.6% | +182.2% |
| All | +56.9% | +93.7% | -36.7% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling