-64.0%
KORU vs MAS
+494.4%
-558.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -37.4% | -3.4% | -33.9% | -33.8% |
| 7D | -48.7% | +4.6% | -53.3% | -50.6% |
| 30D | -68.9% | +19.9% | -88.8% | -74.8% |
| 3M | -64.6% | +8.9% | -73.5% | -68.1% |
| 6M | -82.2% | +20.2% | -102.3% | -85.2% |
| YTD | -28.1% | +33.9% | -62.0% | -45.0% |
| 1Y | -25.1% | +34.7% | -59.8% | -43.4% |
| 3Y | +98.5% | +60.4% | +38.1% | +20.1% |
| 5Y | -45.8% | +43.5% | -89.2% | -62.5% |
| 10Y | -40.9% | +226.7% | -267.6% | -79.2% |
| All | -64.0% | +494.4% | -558.4% | -91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling