+482.2%
KORU vs MCD
-17.5%
+499.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.5% | +15.0% | +10.8% |
| 7D | +13.0% | -2.8% | +15.8% | +7.9% |
| 30D | +27.3% | -6.0% | +33.3% | +16.4% |
| 3M | -55.3% | -5.6% | -49.7% | -56.0% |
| 6M | +11.6% | -21.9% | +33.5% | +7.5% |
| YTD | +158.5% | -14.7% | +173.2% | +168.8% |
| 1Y | +482.2% | -17.3% | +499.4% | +478.5% |
| All | +482.2% | -17.5% | +499.6% | +478.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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