-61.9%
KORU vs MS
+1,062.0%
-1,123.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.5% | +6.4% | +6.5% |
| 7D | -35.0% | -1.6% | -33.4% | -31.6% |
| 30D | -65.5% | -3.8% | -61.8% | -62.1% |
| 3M | -58.9% | -14.6% | -44.3% | -46.7% |
| 6M | -83.5% | -5.1% | -78.5% | -79.7% |
| YTD | -23.9% | +4.5% | -28.4% | -13.8% |
| 1Y | -12.4% | +13.5% | -26.0% | -9.6% |
| 3Y | +82.1% | +160.4% | -78.3% | -30.7% |
| 5Y | -42.6% | +112.9% | -155.5% | -70.6% |
| 10Y | -37.4% | +633.4% | -670.8% | -90.2% |
| All | -61.9% | +1,062.0% | -1,123.9% | -95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling