+65.2%
KORU vs MA
+67.7%
-2.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.8% |
| 7D | +24.3% | -1.8% | +26.1% | +26.1% |
| 30D | +37.3% | +1.4% | +35.9% | +33.9% |
| 3M | -32.8% | +17.7% | -50.5% | -45.9% |
| 6M | +36.9% | +9.7% | +27.2% | +14.3% |
| YTD | +162.6% | +0.5% | +162.1% | +138.7% |
| 1Y | +467.0% | -2.1% | +469.1% | +422.4% |
| 3Y | +522.4% | +40.1% | +482.3% | +247.9% |
| All | +65.2% | +67.7% | -2.5% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling