+22.5%
KORU vs FTNT
+49.6%
-27.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.0% | -6.3% | -5.6% |
| 7D | -24.3% | -25.7% | +1.4% | -16.2% |
| 30D | -54.2% | -29.7% | -24.5% | -48.3% |
| 3M | -45.4% | -23.1% | -22.3% | -40.3% |
| 6M | -66.5% | +45.0% | -111.4% | -68.5% |
| YTD | +14.9% | +62.9% | -48.0% | +2.9% |
| 1Y | +22.5% | +51.8% | -29.3% | +15.9% |
| All | +22.5% | +49.6% | -27.0% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 FTNT 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