+57.9%
KORU vs MCD
+21.4%
+36.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.6% |
| 7D | +24.3% | -2.0% | +26.3% | +25.1% |
| 30D | +37.3% | -6.1% | +43.5% | +40.0% |
| 3M | -32.8% | -7.3% | -25.5% | -32.0% |
| 6M | +36.9% | -20.9% | +57.8% | +54.6% |
| YTD | +162.6% | -14.7% | +177.3% | +178.8% |
| 1Y | +467.0% | -16.1% | +483.1% | +504.0% |
| 3Y | +522.4% | -1.5% | +523.9% | +438.6% |
| 5Y | +57.9% | +20.4% | +37.4% | +8.7% |
| All | +57.9% | +21.4% | +36.5% | +8.7% |
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