+149.7%
KORU vs FSLR
+30.3%
+119.4%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.3% | -1.7% | -2.9% |
| 7D | +24.3% | -12.0% | +36.3% | +33.9% |
| 30D | -44.8% | -7.7% | -37.2% | -42.2% |
| 3M | -60.0% | -24.0% | -36.0% | -53.2% |
| 6M | -78.7% | -24.4% | -54.2% | -72.0% |
| YTD | -10.6% | -34.0% | +23.5% | +22.8% |
| 1Y | -3.8% | -35.6% | +31.8% | +33.0% |
| All | +149.7% | +30.3% | +119.4% | +128.4% |
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