+72.1%
KORU vs MAS
+61.2%
+10.8%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -37.4% | -3.4% | -33.9% | -34.0% |
| 7D | -48.7% | +4.6% | -53.3% | -50.4% |
| 30D | -68.9% | +19.9% | -88.8% | -74.6% |
| 3M | -64.6% | +8.9% | -73.5% | -67.8% |
| 6M | -82.2% | +20.2% | -102.3% | -85.1% |
| YTD | -28.1% | +33.9% | -62.0% | -45.2% |
| 1Y | -25.1% | +34.7% | -59.8% | -43.4% |
| All | +72.1% | +61.2% | +10.8% | +2.6% |
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