+690.7%
MSTR vs KORU
+70.2%
+620.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.6% | -6.0% | -4.8% |
| 7D | +9.3% | +24.3% | -15.0% | +2.9% |
| 30D | +36.5% | +37.3% | -0.8% | +23.7% |
| 3M | +7.3% | -32.8% | +40.1% | +2.4% |
| 6M | +2.2% | +36.9% | -34.7% | -33.6% |
| YTD | -10.2% | +162.6% | -172.8% | -55.1% |
| 1Y | -58.6% | +467.0% | -525.6% | -84.3% |
| 3Y | +283.2% | +522.4% | -239.2% | +30.0% |
| 5Y | +113.8% | +57.9% | +55.9% | -5.1% |
| 10Y | +690.7% | +70.8% | +620.0% | +202.8% |
| All | +690.7% | +70.2% | +620.6% | +202.8% |
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