+56.9%
KORU vs MCK
+345.1%
-288.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.1% | +8.9% | +9.0% |
| 7D | -1.7% | -2.9% | +1.2% | -2.3% |
| 30D | +13.5% | +0.4% | +13.1% | +13.9% |
| 3M | -45.2% | +12.1% | -57.3% | -43.8% |
| 6M | +17.1% | -5.4% | +22.6% | +24.4% |
| YTD | +154.1% | +7.8% | +146.4% | +165.4% |
| 1Y | +375.7% | +22.9% | +352.7% | +382.6% |
| 3Y | +474.0% | +110.7% | +363.3% | +365.7% |
| All | +56.9% | +345.1% | -288.2% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling