-61.9%
KORU vs MOS
-50.7%
-11.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.7% | +5.7% |
| 7D | -35.0% | +21.6% | -56.6% | -44.4% |
| 30D | -65.5% | +12.0% | -77.5% | -69.1% |
| 3M | -58.9% | -3.9% | -55.0% | -59.5% |
| 6M | -83.5% | -3.3% | -80.2% | -83.8% |
| YTD | -23.9% | -4.6% | -19.2% | -25.5% |
| 1Y | -12.4% | -7.0% | -5.5% | -14.3% |
| 3Y | +82.1% | -24.4% | +106.5% | +96.4% |
| 5Y | -42.6% | -32.1% | -10.5% | -40.5% |
| 10Y | -37.4% | +10.3% | -47.8% | -61.1% |
| All | -61.9% | -50.7% | -11.3% | -63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling