+47.2%
KORU vs MAR
+151.1%
-103.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.7% | -11.8% | -11.7% |
| 7D | +2.3% | -2.1% | +4.4% | +4.7% |
| 30D | +20.0% | -5.7% | +25.7% | +27.5% |
| 3M | -32.7% | -14.6% | -18.1% | -21.9% |
| 6M | +13.3% | +1.3% | +12.0% | +11.2% |
| YTD | +133.2% | +6.7% | +126.5% | +112.0% |
| 1Y | +357.3% | +26.4% | +330.8% | +236.4% |
| 3Y | +452.7% | +64.7% | +387.9% | +196.7% |
| 5Y | +47.2% | +153.1% | -105.9% | -49.8% |
| All | +47.2% | +151.1% | -103.9% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling