-35.4%
KORU vs MAS
+47.3%
-82.7%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +4.5% | +6.8% | +6.6% |
| 7D | -25.8% | +3.3% | -29.1% | -27.3% |
| 30D | -56.9% | +25.5% | -82.4% | -66.7% |
| 3M | -55.7% | +11.8% | -67.5% | -61.1% |
| 6M | -83.7% | +21.3% | -105.0% | -86.7% |
| YTD | -15.3% | +37.7% | -53.0% | -37.7% |
| 1Y | +3.4% | +41.0% | -37.7% | -26.2% |
| 3Y | +133.8% | +63.0% | +70.8% | +35.9% |
| 5Y | -35.4% | +44.1% | -79.5% | -53.9% |
| All | -35.4% | +47.3% | -82.7% | -53.9% |
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