+67.9%
KORU vs MA
+514.8%
-446.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.4% | -12.1% | -12.1% |
| 7D | +2.3% | -3.5% | +5.8% | +6.7% |
| 30D | +20.0% | +0.7% | +19.3% | +16.8% |
| 3M | -32.7% | +15.8% | -48.5% | -48.6% |
| 6M | +13.3% | +10.2% | +3.1% | -12.3% |
| YTD | +133.2% | -0.5% | +133.7% | +101.9% |
| 1Y | +357.3% | -1.8% | +359.1% | +293.8% |
| 3Y | +452.7% | +38.7% | +413.9% | +188.8% |
| 5Y | +47.2% | +67.6% | -20.4% | -39.3% |
| All | +67.9% | +514.8% | -446.9% | -87.3% |
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