+15.7%
KORU vs MGY
+210.4%
-194.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.2% | +8.8% | +8.9% |
| 7D | -1.7% | +3.5% | -5.2% | -3.4% |
| 30D | +13.5% | +5.3% | +8.3% | +10.3% |
| 3M | -45.2% | +2.6% | -47.8% | -47.3% |
| 6M | +17.1% | -3.3% | +20.4% | +11.4% |
| YTD | +154.1% | +29.2% | +124.9% | +104.6% |
| 1Y | +375.7% | +18.0% | +357.6% | +302.6% |
| 3Y | +474.0% | +30.0% | +444.0% | +348.6% |
| 5Y | +60.4% | +92.7% | -32.3% | -4.3% |
| All | +15.7% | +210.4% | -194.7% | -51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling