-0.8%
MSFT vs KORU
+362.6%
-363.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -12.5% | +12.7% | +0.4% |
| 7D | -3.5% | +2.3% | -5.8% | -3.6% |
| 30D | -2.1% | +20.0% | -22.1% | -2.7% |
| 3M | +24.2% | -32.7% | +56.9% | +21.5% |
| 6M | +21.9% | +13.3% | +8.5% | +14.4% |
| YTD | +2.5% | +133.2% | -130.7% | -8.7% |
| 1Y | -0.8% | +357.3% | -358.0% | -13.1% |
| All | -0.8% | +362.6% | -363.3% | -13.1% |
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