-25.1%
KORU vs MCK
+27.9%
-53.0%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -37.4% | +0.2% | -37.6% | -37.1% |
| 7D | -48.7% | +9.3% | -58.0% | -42.5% |
| 30D | -68.9% | +16.3% | -85.2% | -62.0% |
| 3M | -64.6% | +22.3% | -86.9% | -53.9% |
| 6M | -82.2% | +34.1% | -116.3% | -71.3% |
| YTD | -28.1% | +31.1% | -59.1% | +26.8% |
| 1Y | -25.1% | +27.5% | -52.6% | +28.3% |
| All | -25.1% | +27.9% | -53.0% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 1y: compounded portfolio wealth divided by compounded MCK 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…
1y analysis · Full analysis span regression · 6 months rolling