+67.9%
KORU vs FSLR
+461.4%
-393.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +2.0% | -14.5% | -13.6% |
| 7D | +2.3% | -0.1% | +2.4% | +1.9% |
| 30D | +20.0% | -14.0% | +34.0% | +28.5% |
| 3M | -32.7% | -16.9% | -15.8% | -22.9% |
| 6M | +13.3% | +4.7% | +8.6% | +24.4% |
| YTD | +133.2% | -20.7% | +153.9% | +185.8% |
| 1Y | +357.3% | +1.7% | +355.6% | +398.3% |
| 3Y | +452.7% | +13.1% | +439.6% | +401.8% |
| 5Y | +47.2% | +108.4% | -61.2% | -14.7% |
| All | +67.9% | +461.4% | -393.6% | -48.2% |
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