+334.5%
KORU vs FRMI
-78.0%
+412.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +3.0% |
| 7D | +20.1% | +15.9% | +4.2% | +11.8% |
| 30D | +47.5% | -6.0% | +53.4% | +50.4% |
| 3M | -30.1% | -1.6% | -28.5% | -28.7% |
| 6M | +20.1% | -30.7% | +50.8% | +39.4% |
| YTD | +166.6% | -30.9% | +197.5% | +215.7% |
| All | +334.5% | -78.0% | +412.5% | +501.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling