-27.6%
KORU vs MAS
+217.0%
-244.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.3% | -4.9% | -4.8% |
| 7D | -34.5% | +3.6% | -38.1% | -36.0% |
| 30D | -59.6% | +23.8% | -83.4% | -69.0% |
| 3M | -56.1% | +14.4% | -70.5% | -63.0% |
| 6M | -84.7% | +19.7% | -104.4% | -87.5% |
| YTD | -20.6% | +36.0% | -56.5% | -42.2% |
| 1Y | -13.9% | +40.4% | -54.2% | -40.0% |
| 3Y | +114.9% | +58.9% | +55.9% | +22.0% |
| 5Y | -36.0% | +44.5% | -80.5% | -59.0% |
| All | -27.6% | +217.0% | -244.6% | -78.1% |
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