+474.0%
KORU vs MTB
+114.2%
+359.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.3% | +8.6% | +8.8% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | +13.5% | -4.8% | +18.3% | +16.6% |
| 3M | -45.2% | +6.0% | -51.2% | -48.8% |
| 6M | +17.1% | +19.6% | -2.5% | +0.2% |
| YTD | +154.1% | +21.5% | +132.7% | +115.6% |
| 1Y | +375.7% | +24.7% | +351.0% | +294.6% |
| 3Y | +474.0% | +108.6% | +365.4% | +191.7% |
| All | +474.0% | +114.2% | +359.8% | +191.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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