-20.7%
KORU vs MS
+549.7%
-570.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -6.5% |
| 7D | +11.1% | +5.1% | +6.1% | +4.3% |
| 30D | -40.6% | +5.7% | -46.3% | -42.3% |
| 3M | -63.9% | -12.2% | -51.7% | -53.9% |
| 6M | -82.8% | -0.5% | -82.3% | -79.9% |
| YTD | -15.4% | +9.8% | -25.2% | -9.5% |
| 1Y | -3.3% | +17.7% | -21.0% | -5.2% |
| 3Y | +136.2% | +176.8% | -40.7% | -25.8% |
| 5Y | -36.7% | +123.7% | -160.4% | -72.4% |
| All | -20.7% | +549.7% | -570.5% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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