+22.5%
KORU vs CMS
+1.4%
+21.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.4% | -6.7% | -2.8% |
| 7D | -24.3% | +4.1% | -28.4% | -18.4% |
| 30D | -54.2% | +10.9% | -65.1% | -45.3% |
| 3M | -45.4% | -0.2% | -45.2% | -44.5% |
| 6M | -66.5% | -4.7% | -61.7% | -64.4% |
| YTD | +14.9% | +3.9% | +11.0% | +18.1% |
| 1Y | +22.5% | +0.4% | +22.2% | +27.4% |
| All | +22.5% | +1.4% | +21.2% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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