+426.7%
KORU vs FTNT
+145.1%
+281.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +1.0% | -13.6% | -13.0% |
| 7D | +2.3% | +1.6% | +0.7% | +1.5% |
| 30D | +20.0% | -1.9% | +21.9% | +20.2% |
| 3M | -32.7% | +14.4% | -47.1% | -37.4% |
| 6M | +13.3% | +88.7% | -75.3% | -14.3% |
| YTD | +133.2% | +100.0% | +33.2% | +70.1% |
| 1Y | +357.3% | +99.9% | +257.4% | +236.4% |
| All | +426.7% | +145.1% | +281.7% | +311.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling