+82.9%
KORU vs MTCH
+208.0%
-125.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.4% | +7.6% | +8.2% |
| 7D | -1.7% | +1.3% | -3.0% | -2.4% |
| 30D | +13.5% | +15.9% | -2.3% | +3.5% |
| 3M | -45.2% | +23.3% | -68.5% | -52.7% |
| 6M | +17.1% | +40.1% | -23.0% | -3.4% |
| YTD | +154.1% | +33.6% | +120.5% | +113.1% |
| 1Y | +375.7% | +14.1% | +361.6% | +334.7% |
| 3Y | +474.0% | +1.4% | +472.6% | +429.9% |
| 5Y | +60.4% | -73.1% | +133.6% | +188.0% |
| All | +82.9% | +208.0% | -125.1% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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