+458.4%
KORU vs MAGS
+186.6%
+271.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.5% |
| 7D | +24.3% | +1.2% | +23.1% | +21.3% |
| 30D | +37.3% | -0.1% | +37.4% | +37.2% |
| 3M | -32.8% | +3.8% | -36.6% | -36.6% |
| 6M | +36.9% | +13.2% | +23.7% | +25.7% |
| YTD | +162.6% | +4.7% | +157.9% | +171.3% |
| 1Y | +467.0% | +14.4% | +452.6% | +432.6% |
| 3Y | +522.4% | +128.6% | +393.8% | +107.3% |
| All | +458.4% | +186.6% | +271.7% | +33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling