-27.3%
KORU vs MS
+614.4%
-641.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +3.1% | +8.2% | +7.0% |
| 7D | -25.8% | +0.7% | -26.6% | -23.9% |
| 30D | -56.9% | -0.9% | -56.0% | -54.1% |
| 3M | -55.7% | -13.0% | -42.7% | -42.7% |
| 6M | -83.7% | -2.0% | -81.7% | -80.5% |
| YTD | -15.3% | +7.8% | -23.1% | -7.2% |
| 1Y | +3.4% | +17.9% | -14.5% | +1.5% |
| 3Y | +133.8% | +174.8% | -41.0% | -25.3% |
| 5Y | -35.4% | +119.9% | -155.2% | -70.9% |
| 10Y | -27.3% | +578.8% | -606.1% | -86.3% |
| All | -27.3% | +614.4% | -641.7% | -86.3% |
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