+29.3%
KORU vs MA
+1,084.4%
-1,055.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.1% | +14.5% | +14.8% |
| 7D | +13.0% | -2.7% | +15.7% | +16.7% |
| 30D | +27.3% | +1.5% | +25.7% | +22.5% |
| 3M | -55.3% | +20.4% | -75.7% | -67.8% |
| 6M | +11.6% | +11.1% | +0.5% | -13.7% |
| YTD | +158.5% | +2.0% | +156.6% | +118.5% |
| 1Y | +482.2% | -2.2% | +484.3% | +407.4% |
| 3Y | +471.9% | +41.9% | +430.0% | +202.7% |
| 5Y | +41.1% | +75.4% | -34.2% | -41.5% |
| 10Y | +80.2% | +527.5% | -447.4% | -79.6% |
| All | +29.3% | +1,084.4% | -1,055.1% | -92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling