-36.0%
KORU vs MA
+93.9%
-129.9%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.5% | -6.7% | -6.6% |
| 7D | -34.5% | +1.8% | -36.3% | -34.8% |
| 30D | -59.6% | +11.8% | -71.4% | -63.5% |
| 3M | -56.1% | +17.2% | -73.2% | -62.6% |
| 6M | -84.7% | +33.4% | -118.1% | -89.4% |
| YTD | -20.6% | +16.1% | -36.7% | -37.2% |
| 1Y | -13.9% | +19.9% | -33.8% | -35.2% |
| 3Y | +114.9% | +70.1% | +44.8% | -7.2% |
| 5Y | -36.0% | +89.6% | -125.6% | -75.6% |
| All | -36.0% | +93.9% | -129.9% | -75.6% |
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 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