-3.8%
KORU vs MA
+17.3%
-21.1%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.7% | -6.5% |
| 7D | +24.3% | -0.5% | +24.9% | +23.4% |
| 30D | -44.8% | +7.9% | -52.7% | -38.1% |
| 3M | -60.0% | +16.8% | -76.8% | -49.0% |
| 6M | -78.7% | +31.0% | -109.7% | -66.5% |
| YTD | -10.6% | +15.0% | -25.6% | +40.7% |
| 1Y | -3.8% | +17.0% | -20.8% | +51.0% |
| All | -3.8% | +17.3% | -21.1% | +51.0% |
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