-16.2%
KORU vs CMS
+136.3%
-152.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.6% |
| 7D | +24.3% | -1.3% | +25.6% | +25.2% |
| 30D | -44.8% | +5.3% | -50.1% | -47.1% |
| 3M | -60.0% | -0.3% | -59.7% | -60.4% |
| 6M | -78.7% | -4.0% | -74.6% | -79.3% |
| YTD | -10.6% | +2.1% | -12.7% | -16.6% |
| 1Y | -3.8% | -4.7% | +0.9% | -5.9% |
| 3Y | +142.0% | +36.8% | +105.2% | +73.6% |
| 5Y | -33.1% | +34.9% | -67.9% | -52.2% |
| All | -16.2% | +136.3% | -152.5% | -56.8% |
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