-55.3%
KORU vs MA
+1,236.5%
-1,291.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.7% | -3.5% |
| 7D | +24.3% | -0.5% | +24.9% | +25.2% |
| 30D | -44.8% | +7.9% | -52.7% | -49.9% |
| 3M | -60.0% | +16.8% | -76.8% | -67.9% |
| 6M | -78.7% | +31.0% | -109.7% | -86.5% |
| YTD | -10.6% | +15.0% | -25.6% | -35.7% |
| 1Y | -3.8% | +17.0% | -20.8% | -32.9% |
| 3Y | +142.0% | +68.5% | +73.5% | +0.9% |
| 5Y | -33.1% | +85.0% | -118.1% | -73.7% |
| 10Y | -18.5% | +561.3% | -579.8% | -91.6% |
| All | -55.3% | +1,236.5% | -1,291.8% | -97.8% |
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