+29.3%
KORU vs MCD
+260.6%
-231.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.5% | +15.0% | +15.0% |
| 7D | +13.0% | -2.8% | +15.8% | +16.2% |
| 30D | +27.3% | -6.0% | +33.3% | +34.2% |
| 3M | -55.3% | -5.6% | -49.7% | -56.1% |
| 6M | +11.6% | -21.9% | +33.5% | +35.8% |
| YTD | +158.5% | -14.7% | +173.2% | +181.3% |
| 1Y | +482.2% | -17.3% | +499.4% | +544.3% |
| 3Y | +471.9% | -2.2% | +474.1% | +385.3% |
| 5Y | +41.1% | +20.3% | +20.9% | -8.8% |
| 10Y | +80.2% | +180.7% | -100.5% | -46.5% |
| All | +29.3% | +260.6% | -231.2% | -69.9% |
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