+22.5%
KORU vs MA
+24.3%
-1.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.9% | -9.2% | +0.7% |
| 7D | -24.3% | +10.2% | -34.5% | -11.6% |
| 30D | -54.2% | +19.3% | -73.5% | -39.6% |
| 3M | -45.4% | +18.0% | -63.4% | -27.7% |
| 6M | -66.5% | +33.7% | -100.1% | -44.0% |
| YTD | +14.9% | +18.6% | -3.7% | +91.7% |
| 1Y | +22.5% | +22.5% | +0.1% | +107.7% |
| All | +22.5% | +24.3% | -1.7% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 1y: compounded portfolio wealth divided by compounded MA 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…
1y analysis · Full analysis span regression · 6 months rolling