+82.9%
KORU vs MMM
+55.8%
+27.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.3% | +7.7% | +7.5% |
| 7D | -1.7% | -2.1% | +0.4% | +0.9% |
| 30D | +13.5% | -9.8% | +23.4% | +27.5% |
| 3M | -45.2% | +4.9% | -50.1% | -48.3% |
| 6M | +17.1% | +7.3% | +9.8% | +10.1% |
| YTD | +154.1% | +4.5% | +149.6% | +146.0% |
| 1Y | +375.7% | +5.4% | +370.3% | +347.6% |
| 3Y | +474.0% | +98.6% | +375.4% | +125.0% |
| 5Y | +60.4% | +27.4% | +33.0% | +20.4% |
| All | +82.9% | +55.8% | +27.1% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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