-20.7%
KORU vs MA
+567.5%
-588.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -7.0% |
| 7D | +11.1% | +1.3% | +9.8% | +9.4% |
| 30D | -40.6% | +9.6% | -50.2% | -47.3% |
| 3M | -63.9% | +16.8% | -80.7% | -71.2% |
| 6M | -82.8% | +35.2% | -118.0% | -89.7% |
| YTD | -15.4% | +16.6% | -32.0% | -40.7% |
| 1Y | -3.3% | +19.8% | -23.0% | -35.3% |
| 3Y | +136.2% | +70.7% | +65.5% | -7.6% |
| 5Y | -36.7% | +87.4% | -124.1% | -76.9% |
| All | -20.7% | +567.5% | -588.2% | -93.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling