-52.9%
KORU vs MCD
+287.5%
-340.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -2.6% | +21.1% | +21.0% |
| 7D | -18.1% | -1.9% | -16.2% | -16.4% |
| 30D | -45.7% | +16.6% | -62.4% | -54.7% |
| 3M | -51.6% | +0.9% | -52.5% | -53.8% |
| 6M | -82.6% | +1.5% | -84.1% | -84.7% |
| YTD | -5.9% | -8.3% | +2.4% | -7.4% |
| 1Y | +3.3% | -8.1% | +11.4% | +0.6% |
| 3Y | +154.5% | +10.3% | +144.2% | +82.6% |
| 5Y | -26.6% | +23.4% | -50.0% | -54.0% |
| 10Y | -14.3% | +205.9% | -220.2% | -77.4% |
| All | -52.9% | +287.5% | -340.4% | -90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling