+70.8%
KORU vs MOS
+11.1%
+59.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.1% | -0.1% |
| 7D | +24.3% | +7.1% | +17.2% | +19.1% |
| 30D | +37.3% | +15.0% | +22.3% | +24.9% |
| 3M | -32.8% | +24.1% | -56.9% | -41.7% |
| 6M | +36.9% | +2.7% | +34.2% | +32.2% |
| YTD | +162.6% | +12.2% | +150.4% | +139.6% |
| 1Y | +467.0% | -16.3% | +483.3% | +513.9% |
| 3Y | +522.4% | -23.3% | +545.7% | +584.0% |
| 5Y | +57.9% | -4.2% | +62.0% | +30.1% |
| 10Y | +70.8% | +12.6% | +58.2% | +11.5% |
| All | +70.8% | +11.1% | +59.7% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling