+913.4%
MSFT vs KORU
-16.9%
+930.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.9% | +5.3% | +1.0% |
| 7D | -2.4% | +24.3% | -26.8% | -5.4% |
| 30D | -3.8% | -44.8% | +41.1% | +1.2% |
| 3M | +6.4% | -60.0% | +66.4% | +13.9% |
| 6M | +28.8% | -78.7% | +107.4% | +33.1% |
| YTD | +8.8% | -10.6% | +19.4% | -20.7% |
| 1Y | +3.2% | -3.8% | +7.0% | -26.2% |
| 3Y | +44.8% | +142.0% | -97.2% | -21.9% |
| 5Y | +61.8% | -33.1% | +94.9% | +4.4% |
| All | +913.4% | -16.9% | +930.3% | +445.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling