-52.9%
KORU vs CMS
+276.6%
-329.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -0.2% | +18.7% | +18.6% |
| 7D | -18.1% | -1.1% | -17.0% | -17.5% |
| 30D | -45.7% | +6.6% | -52.3% | -48.5% |
| 3M | -51.6% | +0.8% | -52.4% | -52.4% |
| 6M | -82.6% | -3.3% | -79.3% | -83.2% |
| YTD | -5.9% | +2.7% | -8.6% | -12.7% |
| 1Y | +3.3% | -4.0% | +7.3% | +0.5% |
| 3Y | +154.5% | +37.6% | +116.9% | +83.0% |
| 5Y | -26.6% | +35.4% | -62.0% | -47.2% |
| 10Y | -14.3% | +136.0% | -150.3% | -57.3% |
| All | -52.9% | +276.6% | -329.6% | -84.9% |
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