+482.2%
KORU vs FSLY
+181.7%
+300.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -2.5% | +15.9% | +13.9% |
| 7D | +13.0% | -10.6% | +23.6% | +15.5% |
| 30D | +27.3% | -20.9% | +48.2% | +32.9% |
| 3M | -55.3% | +3.4% | -58.7% | -55.2% |
| 6M | +11.6% | +2.7% | +8.9% | +13.7% |
| YTD | +158.5% | +102.3% | +56.3% | +159.9% |
| 1Y | +482.2% | +182.1% | +300.1% | +504.4% |
| All | +482.2% | +181.7% | +300.5% | +504.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 1y: compounded portfolio wealth divided by compounded FSLY 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…
1y analysis · Full analysis span regression · 6 months rolling