+93.3%
KORU vs FOXA
+86.3%
+7.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +2.9% |
| 7D | +20.1% | -5.4% | +25.5% | +24.0% |
| 30D | +47.5% | +1.1% | +46.3% | +45.6% |
| 3M | -30.1% | -6.1% | -23.9% | -31.5% |
| 6M | +20.1% | +8.2% | +11.9% | +5.0% |
| YTD | +166.6% | -11.8% | +178.4% | +168.6% |
| 1Y | +458.9% | +9.9% | +449.0% | +362.9% |
| 3Y | +531.8% | +110.7% | +421.0% | +187.0% |
| 5Y | +67.7% | +86.9% | -19.3% | -15.7% |
| All | +93.3% | +86.3% | +7.0% | -23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling