+46.2%
MSFT vs KORU
+138.6%
-92.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +0.4% |
| 7D | -1.3% | +11.1% | -12.4% | -1.9% |
| 30D | -1.8% | -40.6% | +38.8% | -0.2% |
| 3M | +5.6% | -63.9% | +69.5% | +9.0% |
| 6M | +29.8% | -82.8% | +112.6% | +32.6% |
| YTD | +9.0% | -15.4% | +24.4% | -9.5% |
| 1Y | +4.9% | -3.3% | +8.2% | -14.6% |
| 3Y | +46.2% | +136.2% | -89.9% | -3.9% |
| All | +46.2% | +138.6% | -92.4% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling