-42.9%
KORU vs MNST
+100.5%
-143.4%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -4.4% | +10.2% | +9.2% |
| 7D | -35.0% | -3.4% | -31.6% | -33.1% |
| 30D | -65.5% | +6.6% | -72.2% | -67.7% |
| 3M | -58.9% | -2.9% | -56.0% | -59.4% |
| 6M | -83.5% | +18.4% | -102.0% | -86.9% |
| YTD | -23.9% | +19.3% | -43.1% | -38.0% |
| 1Y | -12.4% | +37.9% | -50.3% | -37.2% |
| 3Y | +82.1% | +62.9% | +19.2% | +8.2% |
| All | -42.9% | +100.5% | -143.4% | -75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling