+82.1%
KORU vs MAS
+58.7%
+23.4%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.5% | +7.4% | +7.3% |
| 7D | -35.0% | +2.4% | -37.3% | -35.8% |
| 30D | -65.5% | +19.8% | -85.4% | -71.9% |
| 3M | -58.9% | +9.8% | -68.7% | -63.1% |
| 6M | -83.5% | +15.8% | -99.3% | -85.8% |
| YTD | -23.9% | +31.8% | -55.7% | -41.2% |
| 1Y | -12.4% | +35.4% | -47.8% | -34.1% |
| 3Y | +82.1% | +59.2% | +22.9% | +10.1% |
| All | +82.1% | +58.7% | +23.4% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling