+9.0%
MSFT vs KORU
+20.3%
-11.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -5.3% | +11.9% | +6.8% |
| 7D | +4.7% | -24.3% | +29.0% | +5.3% |
| 30D | +5.8% | -54.2% | +60.0% | +7.3% |
| 3M | +13.0% | -45.4% | +58.4% | +13.7% |
| 6M | +34.9% | -66.5% | +101.4% | +31.9% |
| YTD | +15.7% | +14.9% | +0.8% | +3.3% |
| 1Y | +9.0% | +22.5% | -13.6% | -3.7% |
| All | +9.0% | +20.3% | -11.4% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KORU.
Daily Out/Under-Performance
Portfolio return minus KORU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KORU 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 1y: compounded portfolio wealth divided by compounded KORU 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…
1y analysis · Full analysis span regression · 6 months rolling