+56.9%
KORU vs MRK
+128.0%
-71.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.5% | +9.5% | +9.1% |
| 7D | -1.7% | -4.3% | +2.6% | -1.1% |
| 30D | +13.5% | +8.3% | +5.3% | +12.4% |
| 3M | -45.2% | +20.0% | -65.2% | -46.7% |
| 6M | +17.1% | +25.7% | -8.5% | +12.4% |
| YTD | +154.1% | +38.7% | +115.4% | +140.5% |
| 1Y | +375.7% | +74.7% | +301.0% | +329.5% |
| 3Y | +474.0% | +45.4% | +428.7% | +425.7% |
| All | +56.9% | +128.0% | -71.1% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling