+474.0%
KORU vs MCO
+42.6%
+431.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.6% | +7.4% | +7.8% |
| 7D | -1.7% | -3.8% | +2.1% | +1.2% |
| 30D | +13.5% | -0.4% | +13.9% | +12.9% |
| 3M | -45.2% | +7.7% | -52.9% | -51.7% |
| 6M | +17.1% | +7.0% | +10.1% | +3.6% |
| YTD | +154.1% | -6.4% | +160.5% | +154.0% |
| 1Y | +375.7% | -7.6% | +383.3% | +374.8% |
| 3Y | +474.0% | +43.2% | +430.8% | +193.5% |
| All | +474.0% | +42.6% | +431.4% | +193.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling