+82.9%
KORU vs MKC
+29.9%
+53.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.4% | +8.5% | +8.8% |
| 7D | -1.7% | -1.5% | -0.2% | -1.0% |
| 30D | +13.5% | -3.1% | +16.6% | +14.1% |
| 3M | -45.2% | +5.2% | -50.4% | -49.6% |
| 6M | +17.1% | -12.8% | +30.0% | +19.5% |
| YTD | +154.1% | -23.3% | +177.4% | +181.1% |
| 1Y | +375.7% | -24.1% | +399.8% | +423.3% |
| 3Y | +474.0% | -32.1% | +506.1% | +566.4% |
| 5Y | +60.4% | -32.8% | +93.2% | +82.4% |
| All | +82.9% | +29.9% | +53.1% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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