+22.5%
KORU vs FSLR
-24.3%
+46.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.6% | -9.9% | -11.2% |
| 7D | -24.3% | +10.3% | -34.6% | -33.8% |
| 30D | -54.2% | +10.4% | -64.6% | -59.9% |
| 3M | -45.4% | -20.2% | -25.3% | -29.3% |
| 6M | -66.5% | -8.0% | -58.5% | -50.6% |
| YTD | +14.9% | -25.5% | +40.4% | +76.6% |
| 1Y | +22.5% | -26.0% | +48.5% | +85.6% |
| All | +22.5% | -24.3% | +46.8% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 1y: compounded portfolio wealth divided by compounded FSLR 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…
1y analysis · Full analysis span regression · 6 months rolling