+173.6%
KORU vs FROG
+22.3%
+151.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.7% | +10.6% | +9.6% |
| 7D | -1.7% | -0.5% | -1.2% | -1.7% |
| 30D | +13.5% | +1.3% | +12.2% | +12.7% |
| 3M | -45.2% | +11.1% | -56.3% | -46.9% |
| 6M | +17.1% | +108.3% | -91.2% | -7.5% |
| YTD | +154.1% | +39.6% | +114.6% | +118.9% |
| 1Y | +375.7% | +74.7% | +300.9% | +270.4% |
| 3Y | +474.0% | +224.1% | +249.9% | +226.2% |
| 5Y | +60.4% | +138.4% | -78.0% | -7.7% |
| All | +173.6% | +22.3% | +151.2% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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