+165.9%
KORU vs FSLY
+7.7%
+158.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.0% | +7.0% | +8.5% |
| 7D | -1.7% | +12.5% | -14.2% | -4.6% |
| 30D | +13.5% | -18.8% | +32.4% | +19.5% |
| 3M | -45.2% | +22.7% | -67.9% | -48.5% |
| 6M | +17.1% | -3.7% | +20.8% | +14.5% |
| YTD | +154.1% | +127.5% | +26.6% | +92.6% |
| 1Y | +375.7% | +193.5% | +182.1% | +226.2% |
| 3Y | +474.0% | -1.3% | +475.3% | +365.9% |
| 5Y | +60.4% | -47.3% | +107.8% | +29.0% |
| All | +165.9% | +7.7% | +158.2% | +50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling