+522.4%
KORU vs CMS
+35.3%
+487.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.7% |
| 7D | +24.3% | +1.2% | +23.1% | +24.6% |
| 30D | +37.3% | -3.2% | +40.5% | +36.4% |
| 3M | -32.8% | -2.2% | -30.6% | -34.2% |
| 6M | +36.9% | -9.4% | +46.3% | +37.6% |
| YTD | +162.6% | +0.7% | +161.9% | +155.3% |
| 1Y | +467.0% | +0.4% | +466.7% | +447.8% |
| 3Y | +522.4% | +35.2% | +487.2% | +373.7% |
| All | +522.4% | +35.3% | +487.0% | +373.7% |
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