+828.1%
KORU vs MULL
+2,366.2%
-1,538.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -9.3% | -3.2% | -6.5% |
| 7D | +2.3% | +3.6% | -1.3% | +0.4% |
| 30D | +20.0% | +22.0% | -2.0% | +8.3% |
| 3M | -32.7% | -8.6% | -24.1% | -20.6% |
| 6M | +13.3% | +248.5% | -235.2% | -23.4% |
| YTD | +133.2% | +516.3% | -383.1% | +25.2% |
| 1Y | +357.3% | +2,036.6% | -1,679.4% | +51.3% |
| All | +828.1% | +2,366.2% | -1,538.1% | +134.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling