-27.8%
KORU vs MNST
+305.0%
-332.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.7% | -5.6% | -5.6% |
| 7D | -34.5% | -3.9% | -30.6% | -31.8% |
| 30D | -59.6% | +3.9% | -63.5% | -61.6% |
| 3M | -56.1% | -0.8% | -55.2% | -57.5% |
| 6M | -84.7% | +5.1% | -89.8% | -86.6% |
| YTD | -20.6% | +18.3% | -38.8% | -35.9% |
| 1Y | -13.9% | +29.5% | -43.4% | -36.7% |
| 3Y | +114.9% | +64.0% | +50.8% | +15.8% |
| 5Y | -36.0% | +97.2% | -133.2% | -71.6% |
| 10Y | -27.8% | +328.4% | -356.3% | -78.3% |
| All | -27.8% | +305.0% | -332.8% | -78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 10y: compounded portfolio wealth divided by compounded MNST 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…
10y analysis · Full analysis span regression · 6 months rolling