+47.5%
KORU vs MAS
+32.0%
+15.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +1.8% | +11.6% | +11.5% |
| 7D | +13.0% | -0.8% | +13.8% | +14.3% |
| 30D | +27.3% | -5.6% | +32.8% | +35.7% |
| 3M | -55.3% | +4.4% | -59.7% | -56.8% |
| 6M | +11.6% | +7.2% | +4.4% | +9.4% |
| YTD | +158.5% | +16.1% | +142.4% | +131.9% |
| 1Y | +482.2% | +0.1% | +482.1% | +492.4% |
| 3Y | +471.9% | +28.3% | +443.6% | +339.7% |
| All | +47.5% | +32.0% | +15.5% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling