+493.2%
KORU vs FSLR
+15.1%
+478.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.7% | -1.0% |
| 7D | +24.3% | +6.8% | +17.5% | +19.3% |
| 30D | +37.3% | -14.7% | +52.0% | +49.6% |
| 3M | -32.8% | -22.6% | -10.2% | -19.2% |
| 6M | +36.9% | +12.7% | +24.2% | +49.8% |
| YTD | +162.6% | -18.4% | +181.0% | +217.4% |
| 1Y | +467.0% | +4.9% | +462.1% | +527.9% |
| All | +493.2% | +15.1% | +478.0% | +448.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling