-78.7%
KORU vs MA
+30.8%
-109.4%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.7% | -8.1% |
| 7D | +24.3% | -0.5% | +24.9% | +22.4% |
| 30D | -44.8% | +7.9% | -52.7% | -29.7% |
| 3M | -60.0% | +16.8% | -76.8% | -30.3% |
| 6M | -78.7% | +31.0% | -109.7% | -20.7% |
| All | -78.7% | +30.8% | -109.4% | -20.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling