+31.4%
KORU vs FXI
+34.4%
-3.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.0% | +5.5% |
| 7D | +24.3% | -1.0% | +25.3% | +26.3% |
| 30D | +37.3% | -3.2% | +40.6% | +44.0% |
| 3M | -32.8% | +1.7% | -34.5% | -35.5% |
| 6M | +36.9% | -1.6% | +38.5% | +50.3% |
| YTD | +162.6% | -7.9% | +170.5% | +228.2% |
| 1Y | +467.0% | -9.6% | +476.7% | +640.7% |
| 3Y | +522.4% | +40.5% | +481.9% | +279.6% |
| 5Y | +57.9% | -6.2% | +64.1% | +88.7% |
| 10Y | +70.8% | +14.2% | +56.6% | +130.5% |
| All | +31.4% | +34.4% | -3.1% | +27.3% |
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