+82.9%
KORU vs FTV
+80.7%
+2.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.3% | +8.6% | +8.5% |
| 7D | -1.7% | -4.0% | +2.2% | +4.2% |
| 30D | +13.5% | -11.0% | +24.6% | +33.9% |
| 3M | -45.2% | -8.4% | -36.8% | -39.1% |
| 6M | +17.1% | -2.6% | +19.7% | +21.4% |
| YTD | +154.1% | -0.6% | +154.8% | +141.9% |
| 1Y | +375.7% | +11.0% | +364.7% | +281.9% |
| 3Y | +474.0% | -6.3% | +480.4% | +502.1% |
| 5Y | +60.4% | -1.5% | +62.0% | +62.7% |
| All | +82.9% | +80.7% | +2.2% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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