-41.5%
KORU vs MAS
+213.7%
-255.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.9% | +7.7% | +8.0% |
| 7D | -35.0% | +2.0% | -37.0% | -35.9% |
| 30D | -65.5% | +19.4% | -84.9% | -72.6% |
| 3M | -58.9% | +9.4% | -68.3% | -63.7% |
| 6M | -83.5% | +15.3% | -98.9% | -86.1% |
| YTD | -23.9% | +31.3% | -55.2% | -42.6% |
| 1Y | -12.4% | +34.9% | -47.3% | -36.4% |
| 3Y | +82.1% | +58.6% | +23.5% | +3.0% |
| 5Y | -42.6% | +40.7% | -83.3% | -62.2% |
| All | -41.5% | +213.7% | -255.2% | -80.4% |
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