-16.2%
KORU vs MPC
+1,165.7%
-1,181.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.5% | -7.4% | -6.7% |
| 7D | +24.3% | +9.4% | +14.9% | +16.9% |
| 30D | -44.8% | -13.4% | -31.4% | -38.5% |
| 3M | -60.0% | +18.9% | -78.9% | -65.6% |
| 6M | -78.7% | +64.9% | -143.6% | -86.2% |
| YTD | -10.6% | +156.8% | -167.4% | -61.0% |
| 1Y | -3.8% | +113.2% | -117.0% | -51.4% |
| 3Y | +142.0% | +201.8% | -59.8% | -14.7% |
| 5Y | -33.1% | +601.4% | -634.4% | -89.0% |
| All | -16.2% | +1,165.7% | -1,181.9% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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