+911.4%
KORU vs MULL
+2,337.2%
-1,425.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.2% | +10.2% | +9.7% |
| 7D | -1.7% | -8.4% | +6.7% | +4.1% |
| 30D | +13.5% | +9.7% | +3.8% | +9.1% |
| 3M | -45.2% | -26.8% | -18.4% | -27.9% |
| 6M | +17.1% | +220.7% | -203.6% | -17.9% |
| YTD | +154.1% | +509.0% | -354.9% | +37.3% |
| 1Y | +375.7% | +1,739.5% | -1,363.8% | +66.6% |
| All | +911.4% | +2,337.2% | -1,425.8% | +157.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 10y: compounded portfolio wealth divided by compounded MULL 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…
10y analysis · Full analysis span regression · 6 months rolling