+474.0%
KORU vs OSCR
+401.8%
+72.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.6% | +8.4% | +8.9% |
| 7D | -1.7% | +1.6% | -3.3% | -2.0% |
| 30D | +13.5% | +10.7% | +2.9% | +11.4% |
| 3M | -45.2% | +13.4% | -58.6% | -47.2% |
| 6M | +17.1% | +144.6% | -127.4% | -4.9% |
| YTD | +154.1% | +128.0% | +26.1% | +108.9% |
| 1Y | +375.7% | +68.7% | +307.0% | +302.6% |
| 3Y | +474.0% | +398.8% | +75.2% | +247.2% |
| All | +474.0% | +401.8% | +72.2% | +247.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling