-3.3%
KORU vs MDB
-7.1%
+3.9%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -4.6% |
| 7D | +11.1% | +6.8% | +4.3% | +7.8% |
| 30D | -40.6% | -6.2% | -34.4% | -36.7% |
| 3M | -63.9% | -29.2% | -34.7% | -57.6% |
| 6M | -82.8% | +10.3% | -93.1% | -83.5% |
| YTD | -15.4% | -20.4% | +5.0% | -10.9% |
| 1Y | -3.3% | -4.8% | +1.6% | -5.3% |
| All | -3.3% | -7.1% | +3.9% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling