+395.8%
KORU vs MAGS
+187.1%
+208.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.2% | -12.3% | -12.2% |
| 7D | +2.3% | -1.8% | +4.1% | +5.2% |
| 30D | +20.0% | +1.1% | +18.9% | +17.7% |
| 3M | -32.7% | +7.7% | -40.4% | -40.6% |
| 6M | +13.3% | +11.7% | +1.6% | +6.0% |
| YTD | +133.2% | +4.9% | +128.3% | +140.4% |
| 1Y | +357.3% | +14.3% | +342.9% | +329.9% |
| 3Y | +452.7% | +128.9% | +323.7% | +83.7% |
| All | +395.8% | +187.1% | +208.7% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling