+136.0%
KORU vs FTV
+89.3%
+46.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.3% | +2.6% |
| 7D | +24.3% | -0.4% | +24.7% | +24.7% |
| 30D | +37.3% | -8.3% | +45.6% | +54.6% |
| 3M | -32.8% | -7.4% | -25.4% | -26.8% |
| 6M | +36.9% | -1.2% | +38.1% | +38.5% |
| YTD | +162.6% | +2.7% | +159.9% | +138.5% |
| 1Y | +467.0% | +18.4% | +448.6% | +315.0% |
| 3Y | +522.4% | -2.0% | +524.4% | +512.4% |
| 5Y | +57.9% | +3.4% | +54.5% | +49.1% |
| 10Y | +70.8% | +78.5% | -7.7% | +5.6% |
| All | +136.0% | +89.3% | +46.6% | +43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling