+47.2%
KORU vs FTV
-3.0%
+50.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.3% | -10.2% | -9.6% |
| 7D | +2.3% | -5.2% | +7.5% | +9.4% |
| 30D | +20.0% | -11.5% | +31.5% | +40.1% |
| 3M | -32.7% | -9.0% | -23.7% | -25.4% |
| 6M | +13.3% | -2.0% | +15.4% | +16.2% |
| YTD | +133.2% | -0.9% | +134.1% | +123.6% |
| 1Y | +357.3% | +14.8% | +342.5% | +252.4% |
| 3Y | +452.7% | -5.5% | +458.2% | +474.5% |
| 5Y | +47.2% | -1.9% | +49.1% | +33.1% |
| All | +47.2% | -3.0% | +50.2% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling