-25.1%
KORU vs OSCR
+93.2%
-118.4%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -37.4% | -5.7% | -31.7% | -36.6% |
| 7D | -48.7% | +7.8% | -56.5% | -48.7% |
| 30D | -68.9% | +2.6% | -71.5% | -68.8% |
| 3M | -64.6% | +10.2% | -74.8% | -65.0% |
| 6M | -82.2% | +84.9% | -167.1% | -85.3% |
| YTD | -28.1% | +130.9% | -159.0% | -48.1% |
| 1Y | -25.1% | +94.8% | -120.0% | -46.5% |
| All | -25.1% | +93.2% | -118.4% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 1y: compounded portfolio wealth divided by compounded OSCR 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…
1y analysis · Full analysis span regression · 6 months rolling