+29.3%
KORU vs FSLR
+452.6%
-423.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.4% | +14.9% | +14.1% |
| 7D | +13.0% | 0.0% | +13.0% | +13.0% |
| 30D | +27.3% | -13.7% | +40.9% | +35.5% |
| 3M | -55.3% | -35.1% | -20.2% | -41.1% |
| 6M | +11.6% | +3.6% | +8.0% | +22.9% |
| YTD | +158.5% | -21.7% | +180.3% | +214.9% |
| 1Y | +482.2% | +1.3% | +480.9% | +534.0% |
| 3Y | +471.9% | +9.7% | +462.2% | +437.8% |
| 5Y | +41.1% | +117.4% | -76.2% | -11.7% |
| 10Y | +80.2% | +435.5% | -355.3% | -28.6% |
| All | +29.3% | +452.6% | -423.2% | -49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling