-52.9%
KORU vs MPC
+1,290.3%
-1,343.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +3.4% | +15.0% | +16.1% |
| 7D | -18.1% | +2.6% | -20.7% | -18.0% |
| 30D | -45.7% | -12.2% | -33.5% | -40.6% |
| 3M | -51.6% | +20.1% | -71.7% | -58.0% |
| 6M | -82.6% | +60.6% | -143.2% | -88.1% |
| YTD | -5.9% | +150.6% | -156.5% | -55.4% |
| 1Y | +3.3% | +104.7% | -101.4% | -43.3% |
| 3Y | +154.5% | +194.5% | -40.0% | +0.4% |
| 5Y | -26.6% | +582.3% | -608.9% | -85.1% |
| 10Y | -14.3% | +1,135.3% | -1,149.5% | -88.9% |
| All | -52.9% | +1,290.3% | -1,343.3% | -94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling