-20.7%
KORU vs FSLR
+429.3%
-450.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.1% |
| 7D | +11.1% | -14.8% | +25.9% | +21.0% |
| 30D | -40.6% | -4.3% | -36.3% | -39.4% |
| 3M | -63.9% | -23.4% | -40.5% | -58.5% |
| 6M | -82.8% | -26.9% | -55.9% | -77.8% |
| YTD | -15.4% | -34.4% | +19.0% | +15.4% |
| 1Y | -3.3% | -33.2% | +29.9% | +30.5% |
| 3Y | +136.2% | +28.1% | +108.1% | +103.3% |
| 5Y | -36.7% | +54.5% | -91.2% | -56.9% |
| All | -20.7% | +429.3% | -450.0% | -73.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling