+474.0%
KORU vs MXL
+222.8%
+251.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +7.5% | +1.4% | +5.4% |
| 7D | -1.7% | +18.9% | -20.6% | -9.2% |
| 30D | +13.5% | +0.3% | +13.2% | +14.5% |
| 3M | -45.2% | -8.0% | -37.2% | -39.2% |
| 6M | +17.1% | +341.2% | -324.1% | -33.8% |
| YTD | +154.1% | +327.8% | -173.7% | +47.0% |
| 1Y | +375.7% | +364.9% | +10.8% | +165.2% |
| 3Y | +474.0% | +229.2% | +244.8% | +201.4% |
| All | +474.0% | +222.8% | +251.2% | +201.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling