+945.1%
KORU vs MULL
+2,481.0%
-1,535.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +3.5% |
| 7D | +24.3% | +14.0% | +10.3% | +14.6% |
| 30D | +37.3% | +24.8% | +12.5% | +22.0% |
| 3M | -32.8% | -16.1% | -16.7% | -17.4% |
| 6M | +36.9% | +330.9% | -294.0% | -16.5% |
| YTD | +162.6% | +545.0% | -382.4% | +36.6% |
| 1Y | +467.0% | +2,427.1% | -1,960.1% | +74.4% |
| All | +945.1% | +2,481.0% | -1,535.9% | +156.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling