+31.4%
KORU vs MAR
+804.2%
-772.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +4.0% |
| 7D | +24.3% | -1.7% | +26.0% | +26.5% |
| 30D | +37.3% | -6.9% | +44.2% | +48.1% |
| 3M | -32.8% | -15.8% | -17.0% | -20.7% |
| 6M | +36.9% | +1.9% | +35.0% | +34.5% |
| YTD | +162.6% | +6.6% | +156.0% | +140.1% |
| 1Y | +467.0% | +23.7% | +443.4% | +329.6% |
| 3Y | +522.4% | +64.6% | +457.8% | +246.3% |
| 5Y | +57.9% | +156.4% | -98.5% | -44.7% |
| 10Y | +70.8% | +415.4% | -344.6% | -70.5% |
| All | +31.4% | +804.2% | -772.8% | -88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling