-42.9%
KORU vs MOS
-32.4%
-10.6%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.7% | +5.8% |
| 7D | -35.0% | +21.6% | -56.6% | -42.9% |
| 30D | -65.5% | +12.0% | -77.5% | -68.5% |
| 3M | -58.9% | -3.9% | -55.0% | -59.1% |
| 6M | -83.5% | -3.3% | -80.2% | -83.6% |
| YTD | -23.9% | -4.6% | -19.2% | -24.8% |
| 1Y | -12.4% | -7.0% | -5.5% | -13.4% |
| 3Y | +82.1% | -24.4% | +106.5% | +93.3% |
| All | -42.9% | -32.4% | -10.6% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling