+178.9%
KORU vs FSLY
+5.6%
+173.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.7% | -4.2% | +0.1% |
| 7D | +20.1% | +11.2% | +8.9% | +16.8% |
| 30D | +47.5% | -18.2% | +65.6% | +54.9% |
| 3M | -30.1% | +21.9% | -52.0% | -34.1% |
| 6M | +20.1% | +4.0% | +16.1% | +15.3% |
| YTD | +166.6% | +123.1% | +43.5% | +102.9% |
| 1Y | +458.9% | +196.9% | +262.1% | +281.6% |
| 3Y | +531.8% | -1.3% | +533.0% | +412.4% |
| 5Y | +67.7% | -50.2% | +117.9% | +36.4% |
| All | +178.9% | +5.6% | +173.3% | +58.6% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling