+31.4%
KORU vs FTI
+114.5%
-83.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.8% |
| 7D | +24.3% | -0.2% | +24.5% | +24.4% |
| 30D | +37.3% | +12.3% | +25.0% | +28.3% |
| 3M | -32.8% | +13.8% | -46.6% | -37.8% |
| 6M | +36.9% | +24.3% | +12.6% | +20.9% |
| YTD | +162.6% | +75.8% | +86.8% | +93.4% |
| 1Y | +467.0% | +99.6% | +367.4% | +285.4% |
| 3Y | +522.4% | +278.4% | +243.9% | +179.2% |
| 5Y | +57.9% | +1,168.7% | -1,110.8% | -68.8% |
| 10Y | +70.8% | +297.5% | -226.8% | -41.3% |
| All | +31.4% | +114.5% | -83.1% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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