+91.6%
KORU vs CMS
+116.0%
-24.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +2.1% |
| 7D | +20.1% | +0.2% | +19.9% | +20.0% |
| 30D | +47.5% | -1.3% | +48.8% | +48.8% |
| 3M | -30.1% | -5.4% | -24.7% | -29.5% |
| 6M | +20.1% | -10.3% | +30.5% | +23.3% |
| YTD | +166.6% | -0.2% | +166.8% | +154.2% |
| 1Y | +458.9% | -0.9% | +459.8% | +430.1% |
| 3Y | +531.8% | +34.0% | +497.8% | +358.6% |
| 5Y | +67.7% | +23.6% | +44.1% | +27.5% |
| 10Y | +91.6% | +122.2% | -30.7% | -15.6% |
| All | +91.6% | +116.0% | -24.4% | -15.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling