-57.7%
KORU vs MMM
+213.2%
-270.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -4.3% |
| 7D | +11.1% | -0.4% | +11.5% | +11.9% |
| 30D | -40.6% | +12.1% | -52.7% | -48.6% |
| 3M | -63.9% | +1.4% | -65.3% | -64.9% |
| 6M | -82.8% | +26.6% | -109.4% | -87.4% |
| YTD | -15.4% | +16.8% | -32.2% | -29.0% |
| 1Y | -3.3% | +10.1% | -13.4% | -13.2% |
| 3Y | +136.2% | +158.4% | -22.3% | -36.7% |
| 5Y | -36.7% | +43.1% | -79.8% | -60.3% |
| 10Y | -22.9% | +74.2% | -97.0% | -62.1% |
| All | -57.7% | +213.2% | -270.9% | -89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling