+67.7%
KORU vs MDB
-24.3%
+91.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.2% |
| 7D | +20.1% | -4.5% | +24.6% | +22.0% |
| 30D | +47.5% | -14.0% | +61.5% | +54.9% |
| 3M | -30.1% | +5.3% | -35.4% | -33.8% |
| 6M | +20.1% | +31.9% | -11.8% | +4.1% |
| YTD | +166.6% | -14.6% | +181.2% | +175.3% |
| 1Y | +458.9% | +8.2% | +450.7% | +423.9% |
| 3Y | +531.8% | -5.0% | +536.8% | +452.0% |
| 5Y | +67.7% | -24.5% | +92.2% | +25.6% |
| All | +67.7% | -24.3% | +91.9% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling