-27.3%
KORU vs MLM
+167.5%
-194.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.5% | +8.8% | +8.8% |
| 7D | -25.8% | -3.8% | -22.0% | -21.0% |
| 30D | -56.9% | +11.0% | -67.9% | -61.0% |
| 3M | -55.7% | -3.1% | -52.7% | -53.6% |
| 6M | -83.7% | -9.8% | -73.9% | -81.6% |
| YTD | -15.3% | -14.4% | -0.9% | +3.2% |
| 1Y | +3.4% | -12.6% | +15.9% | +23.5% |
| 3Y | +133.8% | +19.7% | +114.0% | +104.4% |
| 5Y | -35.4% | +29.8% | -65.1% | -46.3% |
| 10Y | -27.3% | +153.5% | -180.8% | -68.1% |
| All | -27.3% | +167.5% | -194.8% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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