+22.5%
KORU vs MAR
+62.0%
-39.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.0% | -7.3% | -6.6% |
| 7D | -24.3% | +7.7% | -32.0% | -28.2% |
| 30D | -54.2% | +19.4% | -73.6% | -59.8% |
| 3M | -45.4% | +23.3% | -68.8% | -53.6% |
| 6M | -66.5% | +22.8% | -89.3% | -72.7% |
| YTD | +14.9% | +37.8% | -22.9% | -13.1% |
| 1Y | +22.5% | +57.4% | -34.8% | -9.8% |
| All | +22.5% | +62.0% | -39.5% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling