+136.2%
KORU vs CMS
+39.2%
+96.9%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -4.6% |
| 7D | +11.1% | +1.7% | +9.4% | +12.1% |
| 30D | -40.6% | +6.2% | -46.8% | -38.7% |
| 3M | -63.9% | +0.6% | -64.5% | -63.4% |
| 6M | -82.8% | -1.8% | -81.1% | -82.8% |
| YTD | -15.4% | +3.8% | -19.2% | -15.5% |
| 1Y | -3.3% | -1.8% | -1.5% | -2.2% |
| 3Y | +136.2% | +39.8% | +96.3% | +84.3% |
| All | +136.2% | +39.2% | +96.9% | +84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling