-14.3%
KORU vs MAS
+217.4%
-231.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +0.1% | +18.3% | +18.3% |
| 7D | -18.1% | -1.8% | -16.3% | -14.4% |
| 30D | -45.7% | +23.6% | -69.3% | -58.2% |
| 3M | -51.6% | +12.4% | -64.0% | -58.4% |
| 6M | -82.6% | +21.9% | -104.5% | -86.1% |
| YTD | -5.9% | +36.1% | -42.1% | -31.7% |
| 1Y | +3.3% | +39.5% | -36.2% | -27.5% |
| 3Y | +154.5% | +59.1% | +95.4% | +44.3% |
| 5Y | -26.6% | +44.4% | -71.0% | -52.9% |
| 10Y | -14.3% | +217.0% | -231.2% | -74.0% |
| All | -14.3% | +217.4% | -231.6% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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