+31.4%
KORU vs MDT
+172.9%
-141.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +3.7% |
| 7D | +24.3% | +0.4% | +23.9% | +23.9% |
| 30D | +37.3% | +6.0% | +31.3% | +26.8% |
| 3M | -32.8% | +15.5% | -48.3% | -48.2% |
| 6M | +36.9% | +3.4% | +33.5% | +19.3% |
| YTD | +162.6% | -2.2% | +164.8% | +146.6% |
| 1Y | +467.0% | +2.6% | +464.4% | +391.2% |
| 3Y | +522.4% | +27.5% | +494.8% | +293.0% |
| 5Y | +57.9% | -20.1% | +77.9% | +88.2% |
| 10Y | +70.8% | +39.1% | +31.7% | +17.2% |
| All | +31.4% | +172.9% | -141.5% | -54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling