+16.6%
KORU vs MRK
+399.6%
-382.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.9% | -10.6% | -11.3% |
| 7D | +2.3% | -5.0% | +7.3% | +5.8% |
| 30D | +20.0% | +11.0% | +9.1% | +12.2% |
| 3M | -32.7% | +22.4% | -55.1% | -43.0% |
| 6M | +13.3% | +25.4% | -12.1% | -7.0% |
| YTD | +133.2% | +39.5% | +93.7% | +78.7% |
| 1Y | +357.3% | +78.0% | +279.3% | +186.9% |
| 3Y | +452.7% | +45.5% | +407.1% | +279.3% |
| 5Y | +47.2% | +130.3% | -83.1% | -40.6% |
| 10Y | +67.6% | +229.8% | -162.2% | -45.6% |
| All | +16.6% | +399.6% | -382.9% | -71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling