-60.3%
KORU vs MA
+1,249.3%
-1,309.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.5% | -6.7% | -6.8% |
| 7D | -34.5% | +1.8% | -36.3% | -35.1% |
| 30D | -59.6% | +11.8% | -71.4% | -65.0% |
| 3M | -56.1% | +17.2% | -73.2% | -64.9% |
| 6M | -84.7% | +33.4% | -118.1% | -90.6% |
| YTD | -20.6% | +16.1% | -36.7% | -43.6% |
| 1Y | -13.9% | +19.9% | -33.8% | -41.8% |
| 3Y | +114.9% | +70.1% | +44.8% | -11.5% |
| 5Y | -36.0% | +89.6% | -125.6% | -75.6% |
| 10Y | -27.8% | +568.4% | -596.3% | -92.7% |
| All | -60.3% | +1,249.3% | -1,309.6% | -98.1% |
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