+375.7%
KORU vs MXL
+366.1%
+9.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +7.5% | +1.4% | +4.9% |
| 7D | -1.7% | +18.9% | -20.6% | -10.3% |
| 30D | +13.5% | +0.3% | +13.2% | +14.6% |
| 3M | -45.2% | -8.0% | -37.2% | -38.4% |
| 6M | +17.1% | +341.2% | -324.1% | -45.5% |
| YTD | +154.1% | +327.8% | -173.7% | +22.1% |
| 1Y | +375.7% | +364.9% | +10.8% | +109.6% |
| All | +375.7% | +366.1% | +9.6% | +109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling