+440.3%
KORU vs MAGS
+190.0%
+250.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.0% | +7.9% | +7.2% |
| 7D | -1.7% | +0.6% | -2.4% | -2.6% |
| 30D | +13.5% | +3.2% | +10.3% | +7.8% |
| 3M | -45.2% | +7.7% | -52.9% | -51.7% |
| 6M | +17.1% | +12.5% | +4.7% | +8.3% |
| YTD | +154.1% | +6.0% | +148.2% | +157.6% |
| 1Y | +375.7% | +14.4% | +361.3% | +345.7% |
| 3Y | +474.0% | +127.5% | +346.5% | +91.9% |
| All | +440.3% | +190.0% | +250.3% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 10y: compounded portfolio wealth divided by compounded MAGS 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…
10y analysis · Full analysis span regression · 6 months rolling