-42.9%
KORU vs MS
+111.6%
-154.6%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.5% | +6.4% | +6.6% |
| 7D | -35.0% | -1.6% | -33.4% | -31.0% |
| 30D | -65.5% | -3.8% | -61.8% | -61.5% |
| 3M | -58.9% | -14.6% | -44.3% | -44.4% |
| 6M | -83.5% | -5.1% | -78.5% | -79.0% |
| YTD | -23.9% | +4.5% | -28.4% | -11.8% |
| 1Y | -12.4% | +13.5% | -26.0% | -8.0% |
| 3Y | +82.1% | +160.4% | -78.3% | -37.6% |
| All | -42.9% | +111.6% | -154.6% | -74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling