+82.9%
KORU vs MARA
-74.3%
+157.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.8% | +4.2% | +8.3% |
| 7D | -1.7% | +5.9% | -7.6% | -2.4% |
| 30D | +13.5% | +24.3% | -10.7% | +10.6% |
| 3M | -45.2% | -12.0% | -33.2% | -43.3% |
| 6M | +17.1% | +40.1% | -23.0% | +17.2% |
| YTD | +154.1% | +33.4% | +120.7% | +156.7% |
| 1Y | +375.7% | -23.7% | +399.4% | +409.5% |
| 3Y | +474.0% | +19.0% | +455.0% | +451.5% |
| 5Y | +60.4% | -66.5% | +126.9% | +57.8% |
| All | +82.9% | -74.3% | +157.2% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 MARA 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