+56.9%
KORU vs FTNT
+151.3%
-94.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.8% | +10.7% | +9.9% |
| 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% | -48.3% |
| 6M | +17.1% | +87.0% | -69.8% | -17.6% |
| YTD | +154.1% | +96.5% | +57.6% | +71.8% |
| 1Y | +375.7% | +92.9% | +282.7% | +226.8% |
| 3Y | +474.0% | +139.8% | +334.2% | +231.2% |
| All | +56.9% | +151.3% | -94.3% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling