+82.9%
KORU vs FTNT
+2,095.7%
-2,012.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.8% | +10.7% | +10.1% |
| 7D | -1.7% | -0.1% | -1.6% | -1.8% |
| 30D | +13.5% | -3.0% | +16.5% | +14.3% |
| 3M | -45.2% | +7.6% | -52.8% | -48.9% |
| 6M | +17.1% | +87.0% | -69.8% | -22.8% |
| YTD | +154.1% | +96.5% | +57.6% | +59.9% |
| 1Y | +375.7% | +92.9% | +282.7% | +204.5% |
| 3Y | +474.0% | +139.8% | +334.2% | +193.5% |
| 5Y | +60.4% | +151.3% | -90.9% | -28.1% |
| All | +82.9% | +2,095.7% | -2,012.8% | -80.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling