-2.0%
KORU vs MDB
+997.6%
-999.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -3.1% | +12.1% | +10.1% |
| 7D | -1.7% | -1.8% | +0.1% | -1.5% |
| 30D | +13.5% | -17.3% | +30.8% | +20.1% |
| 3M | -45.2% | +2.2% | -47.4% | -47.5% |
| 6M | +17.1% | +33.9% | -16.7% | +1.9% |
| YTD | +154.1% | -13.7% | +167.8% | +160.5% |
| 1Y | +375.7% | +9.1% | +366.6% | +346.4% |
| 3Y | +474.0% | -8.1% | +482.2% | +415.7% |
| 5Y | +60.4% | -25.9% | +86.3% | +36.4% |
| All | -2.0% | +997.6% | -999.6% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling