+22.5%
KORU vs MCO
+9.9%
+12.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.9% | -10.2% | -3.4% |
| 7D | -24.3% | +10.7% | -35.0% | -21.3% |
| 30D | -54.2% | +17.9% | -72.1% | -51.6% |
| 3M | -45.4% | +9.5% | -54.9% | -42.9% |
| 6M | -66.5% | +18.1% | -84.5% | -66.4% |
| YTD | +14.9% | +4.1% | +10.8% | +12.1% |
| 1Y | +22.5% | +9.3% | +13.2% | +22.2% |
| All | +22.5% | +9.9% | +12.6% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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