+56.9%
KORU vs MGY
+88.8%
-31.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.2% | +8.8% | +8.9% |
| 7D | -1.7% | +3.5% | -5.2% | -3.1% |
| 30D | +13.5% | +5.3% | +8.3% | +10.8% |
| 3M | -45.2% | +2.6% | -47.8% | -46.8% |
| 6M | +17.1% | -3.3% | +20.4% | +12.0% |
| YTD | +154.1% | +29.2% | +124.9% | +104.5% |
| 1Y | +375.7% | +18.0% | +357.6% | +302.6% |
| 3Y | +474.0% | +30.0% | +444.0% | +345.5% |
| All | +56.9% | +88.8% | -31.8% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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