+82.9%
KORU vs MDT
+39.8%
+43.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.7% | +9.7% | +9.8% |
| 7D | -1.7% | -3.4% | +1.7% | +2.1% |
| 30D | +13.5% | +0.2% | +13.3% | +11.6% |
| 3M | -45.2% | +14.3% | -59.5% | -57.6% |
| 6M | +17.1% | +4.0% | +13.1% | +0.7% |
| YTD | +154.1% | -3.7% | +157.8% | +143.1% |
| 1Y | +375.7% | -0.4% | +376.0% | +326.2% |
| 3Y | +474.0% | +23.3% | +450.7% | +268.9% |
| 5Y | +60.4% | -18.9% | +79.3% | +90.2% |
| All | +82.9% | +39.8% | +43.1% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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