+82.9%
KORU vs MAR
+450.9%
-368.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.7% | +7.3% | +7.1% |
| 7D | -1.7% | -0.5% | -1.2% | -1.0% |
| 30D | +13.5% | -5.4% | +19.0% | +20.3% |
| 3M | -45.2% | -15.5% | -29.7% | -36.0% |
| 6M | +17.1% | +3.0% | +14.2% | +13.8% |
| YTD | +154.1% | +8.5% | +145.6% | +128.6% |
| 1Y | +375.7% | +26.0% | +349.7% | +255.1% |
| 3Y | +474.0% | +68.6% | +405.4% | +213.0% |
| 5Y | +60.4% | +157.4% | -97.0% | -43.5% |
| All | +82.9% | +450.9% | -368.0% | -64.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling