+502.1%
KORU vs MCD
-2.6%
+504.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.3% |
| 7D | +20.1% | -2.9% | +23.0% | +19.4% |
| 30D | +47.5% | -6.7% | +54.2% | +45.6% |
| 3M | -30.1% | -9.6% | -20.5% | -30.3% |
| 6M | +20.1% | -22.3% | +42.4% | +28.1% |
| YTD | +166.6% | -15.4% | +182.0% | +175.3% |
| 1Y | +458.9% | -16.8% | +475.7% | +479.7% |
| All | +502.1% | -2.6% | +504.7% | +431.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling