-57.7%
KORU vs FXI
+28.6%
-86.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +11.1% | -4.2% | +15.3% | +18.5% |
| 30D | -40.6% | -1.1% | -39.5% | -41.1% |
| 3M | -63.9% | -4.0% | -59.9% | -62.5% |
| 6M | -82.8% | -11.8% | -71.0% | -79.4% |
| YTD | -15.4% | -11.9% | -3.5% | +10.1% |
| 1Y | -3.3% | -16.1% | +12.9% | +36.0% |
| 3Y | +136.2% | +38.8% | +97.4% | +40.9% |
| 5Y | -36.7% | -9.1% | -27.6% | -22.6% |
| 10Y | -22.9% | +18.4% | -41.3% | -5.4% |
| All | -57.7% | +28.6% | -86.3% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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