-60.3%
KORU vs MPC
+1,244.4%
-1,304.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.1% | -6.2% | -6.2% |
| 7D | -34.5% | -8.8% | -25.7% | -29.3% |
| 30D | -59.6% | -14.4% | -45.2% | -55.2% |
| 3M | -56.1% | +21.9% | -78.0% | -62.4% |
| 6M | -84.7% | +60.1% | -144.8% | -89.6% |
| YTD | -20.6% | +142.3% | -162.9% | -61.6% |
| 1Y | -13.9% | +101.7% | -115.6% | -52.5% |
| 3Y | +114.9% | +184.8% | -69.9% | -13.5% |
| 5Y | -36.0% | +564.6% | -600.6% | -86.8% |
| 10Y | -27.8% | +1,098.3% | -1,126.2% | -90.5% |
| All | -60.3% | +1,244.4% | -1,304.7% | -95.3% |
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