+314.2%
KORU vs FRMI
-78.1%
+392.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.0% | +6.9% | +8.0% |
| 7D | -1.7% | +7.4% | -9.1% | -5.2% |
| 30D | +13.5% | -27.6% | +41.2% | +31.4% |
| 3M | -45.2% | -20.9% | -24.3% | -38.1% |
| 6M | +17.1% | -36.6% | +53.7% | +39.6% |
| YTD | +154.1% | -31.3% | +185.4% | +202.4% |
| All | +314.2% | -78.1% | +392.3% | +475.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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