+31.4%
KORU vs MTB
+234.4%
-203.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +2.1% |
| 7D | +24.3% | +2.8% | +21.5% | +21.5% |
| 30D | +37.3% | -4.2% | +41.5% | +41.8% |
| 3M | -32.8% | +7.8% | -40.6% | -38.9% |
| 6M | +36.9% | +14.8% | +22.1% | +17.8% |
| YTD | +162.6% | +20.8% | +141.8% | +116.9% |
| 1Y | +467.0% | +23.1% | +443.9% | +357.2% |
| 3Y | +522.4% | +114.8% | +407.5% | +197.4% |
| 5Y | +57.9% | +103.3% | -45.4% | -23.2% |
| 10Y | +70.8% | +173.0% | -102.2% | -40.3% |
| All | +31.4% | +234.4% | -203.0% | -62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling