-16.2%
KORU vs MAS
+214.3%
-230.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.3% |
| 7D | +24.3% | +1.2% | +23.2% | +23.1% |
| 30D | -44.8% | +21.6% | -66.4% | -56.7% |
| 3M | -60.0% | +14.1% | -74.2% | -66.2% |
| 6M | -78.7% | +22.6% | -101.3% | -83.1% |
| YTD | -10.6% | +35.4% | -46.0% | -34.7% |
| 1Y | -3.8% | +37.5% | -41.3% | -31.4% |
| 3Y | +142.0% | +58.3% | +83.6% | +38.0% |
| 5Y | -33.1% | +39.1% | -72.2% | -55.0% |
| All | -16.2% | +214.3% | -230.5% | -74.5% |
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