+174.8%
KORU vs FSLY
0.0%
+174.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.8% | +0.5% |
| 7D | +24.3% | +3.5% | +20.8% | +23.1% |
| 30D | +37.3% | -6.4% | +43.7% | +38.3% |
| 3M | -32.8% | +10.9% | -43.7% | -35.2% |
| 6M | +36.9% | +6.7% | +30.2% | +31.0% |
| YTD | +162.6% | +111.1% | +51.5% | +102.7% |
| 1Y | +467.0% | +185.8% | +281.3% | +290.8% |
| 3Y | +522.4% | -6.6% | +528.9% | +411.9% |
| 5Y | +57.9% | -52.4% | +110.3% | +30.0% |
| All | +174.8% | 0.0% | +174.8% | +58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling