+522.4%
KORU vs MNST
+52.7%
+469.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.4% |
| 7D | +24.3% | -4.1% | +28.4% | +27.0% |
| 30D | +37.3% | -4.5% | +41.8% | +38.7% |
| 3M | -32.8% | -2.5% | -30.3% | -34.5% |
| 6M | +36.9% | +14.1% | +22.8% | +18.8% |
| YTD | +162.6% | +12.6% | +150.1% | +133.0% |
| 1Y | +467.0% | +36.9% | +430.1% | +358.7% |
| 3Y | +522.4% | +53.1% | +469.3% | +381.3% |
| All | +522.4% | +52.7% | +469.7% | +381.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling