+31.4%
KORU vs MUB
+31.6%
-0.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +24.3% | -0.3% | +24.6% | +25.7% |
| 30D | +37.3% | -1.5% | +38.9% | +46.4% |
| 3M | -32.8% | -1.9% | -30.9% | -26.6% |
| 6M | +36.9% | -1.7% | +38.6% | +53.8% |
| YTD | +162.6% | -0.8% | +163.4% | +189.4% |
| 1Y | +467.0% | +1.5% | +465.5% | +479.4% |
| 3Y | +522.4% | +8.8% | +513.6% | +407.6% |
| 5Y | +57.9% | +2.0% | +55.9% | +61.1% |
| 10Y | +70.8% | +18.0% | +52.8% | +46.5% |
| All | +31.4% | +31.6% | -0.3% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling