+29.3%
KORU vs CMS
+267.3%
-238.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.2% | +13.6% | +13.6% |
| 7D | +13.0% | +0.4% | +12.6% | +12.8% |
| 30D | +27.3% | -3.6% | +30.9% | +30.4% |
| 3M | -55.3% | -1.9% | -53.4% | -56.6% |
| 6M | +11.6% | -11.0% | +22.6% | +15.4% |
| YTD | +158.5% | +0.2% | +158.3% | +146.5% |
| 1Y | +482.2% | -1.3% | +483.5% | +455.8% |
| 3Y | +471.9% | +35.9% | +436.0% | +318.4% |
| 5Y | +41.1% | +23.1% | +18.1% | +9.7% |
| 10Y | +80.2% | +117.9% | -37.7% | -3.6% |
| All | +29.3% | +267.3% | -238.0% | -57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling