+474.0%
KORU vs MKC
-31.4%
+505.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.4% | +8.5% | +9.1% |
| 7D | -1.7% | -1.5% | -0.2% | -2.1% |
| 30D | +13.5% | -3.1% | +16.6% | +12.8% |
| 3M | -45.2% | +5.2% | -50.4% | -44.8% |
| 6M | +17.1% | -12.8% | +30.0% | +25.6% |
| YTD | +154.1% | -23.3% | +177.4% | +184.6% |
| 1Y | +375.7% | -24.1% | +399.8% | +434.4% |
| 3Y | +474.0% | -32.1% | +506.1% | +549.8% |
| All | +474.0% | -31.4% | +505.4% | +549.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling