+474.0%
KORU vs MCK
+112.3%
+361.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.1% | +8.9% | +9.0% |
| 7D | -1.7% | -2.9% | +1.2% | -3.4% |
| 30D | +13.5% | +0.4% | +13.1% | +14.4% |
| 3M | -45.2% | +12.1% | -57.3% | -39.8% |
| 6M | +17.1% | -5.4% | +22.6% | +31.1% |
| YTD | +154.1% | +7.8% | +146.4% | +189.4% |
| 1Y | +375.7% | +22.9% | +352.7% | +452.2% |
| 3Y | +474.0% | +110.7% | +363.3% | +613.3% |
| All | +474.0% | +112.3% | +361.7% | +613.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling