+474.0%
KORU vs MRK
+44.4%
+429.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.5% | +9.5% | +9.0% |
| 7D | -1.7% | -4.3% | +2.6% | -1.2% |
| 30D | +13.5% | +8.3% | +5.3% | +12.9% |
| 3M | -45.2% | +20.0% | -65.2% | -46.0% |
| 6M | +17.1% | +25.7% | -8.5% | +13.9% |
| YTD | +154.1% | +38.7% | +115.4% | +144.7% |
| 1Y | +375.7% | +74.7% | +301.0% | +341.1% |
| 3Y | +474.0% | +45.4% | +428.7% | +464.0% |
| All | +474.0% | +44.4% | +429.6% | +464.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 3y: compounded portfolio wealth divided by compounded MRK 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…
3y analysis · Full analysis span regression · 6 months rolling