-36.9%
KORU vs MCD
+21.9%
-58.8%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.3% |
| 7D | +11.1% | -1.6% | +12.8% | +11.5% |
| 30D | -40.6% | +14.1% | -54.7% | -43.1% |
| 3M | -63.9% | +0.6% | -64.5% | -64.0% |
| 6M | -82.8% | 0.0% | -82.8% | -83.4% |
| YTD | -15.4% | -9.3% | -6.1% | -11.8% |
| 1Y | -3.3% | -9.3% | +6.0% | +0.4% |
| 3Y | +136.2% | +8.6% | +127.6% | +88.1% |
| All | -36.9% | +21.9% | -58.8% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling