+16.6%
KORU vs MO
+340.4%
-323.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +1.3% | -13.8% | -13.3% |
| 7D | +2.3% | -1.0% | +3.3% | +2.7% |
| 30D | +20.0% | +5.8% | +14.2% | +14.8% |
| 3M | -32.7% | -4.5% | -28.2% | -35.7% |
| 6M | +13.3% | +5.7% | +7.6% | -4.7% |
| YTD | +133.2% | +23.1% | +110.1% | +72.3% |
| 1Y | +357.3% | +10.9% | +346.4% | +260.8% |
| 3Y | +452.7% | +96.1% | +356.5% | +144.1% |
| 5Y | +47.2% | +100.1% | -52.9% | -37.6% |
| 10Y | +67.6% | +114.0% | -46.4% | -38.7% |
| All | +16.6% | +340.4% | -323.7% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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