-20.7%
KORU vs MUB
+21.8%
-42.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.1% | -3.8% |
| 7D | +11.1% | -1.3% | +12.4% | +18.2% |
| 30D | -40.6% | +2.2% | -42.8% | -47.3% |
| 3M | -63.9% | -1.6% | -62.3% | -61.6% |
| 6M | -82.8% | -1.3% | -81.5% | -81.5% |
| YTD | -15.4% | -0.7% | -14.7% | -7.2% |
| 1Y | -3.3% | -0.2% | -3.1% | +4.3% |
| 3Y | +136.2% | +9.6% | +126.5% | +73.9% |
| 5Y | -36.7% | +2.6% | -39.3% | -37.4% |
| All | -20.7% | +21.8% | -42.6% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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