-61.9%
KORU vs MLM
+485.9%
-547.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.8% | +7.7% | +7.4% |
| 7D | -35.0% | -4.1% | -30.9% | -31.2% |
| 30D | -65.5% | +8.2% | -73.7% | -67.7% |
| 3M | -58.9% | -3.6% | -55.3% | -57.0% |
| 6M | -83.5% | -15.6% | -68.0% | -80.6% |
| YTD | -23.9% | -16.4% | -7.5% | -7.3% |
| 1Y | -12.4% | -14.3% | +1.9% | +4.5% |
| 3Y | +82.1% | +19.3% | +62.8% | +64.5% |
| 5Y | -42.6% | +29.6% | -72.2% | -50.0% |
| 10Y | -37.4% | +189.9% | -227.4% | -69.6% |
| All | -61.9% | +485.9% | -547.8% | -88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling