+56.9%
KORU vs MCO
+28.6%
+28.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.6% | +7.4% | +7.2% |
| 7D | -1.7% | -3.8% | +2.1% | +2.5% |
| 30D | +13.5% | -0.4% | +13.9% | +12.7% |
| 3M | -45.2% | +7.7% | -52.9% | -53.2% |
| 6M | +17.1% | +7.0% | +10.1% | +0.2% |
| YTD | +154.1% | -6.4% | +160.5% | +150.8% |
| 1Y | +375.7% | -7.6% | +383.3% | +365.4% |
| 3Y | +474.0% | +43.2% | +430.8% | +207.4% |
| All | +56.9% | +28.6% | +28.3% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling