+304.5%
MSTR vs KORU
+518.0%
-213.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +13.4% | -14.8% | -4.6% |
| 7D | +12.2% | +13.0% | -0.8% | +8.7% |
| 30D | +45.2% | +27.3% | +17.9% | +35.3% |
| 3M | +10.4% | -55.3% | +65.7% | +14.4% |
| 6M | -2.5% | +11.6% | -14.1% | -34.6% |
| YTD | -6.0% | +158.5% | -164.6% | -57.9% |
| 1Y | -56.4% | +482.2% | -538.6% | -87.0% |
| All | +304.5% | +518.0% | -213.6% | +2.0% |
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 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