-36.9%
KORU vs OUST
-53.0%
+16.2%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -8.5% | +3.1% | -2.4% |
| 7D | +11.1% | -3.8% | +14.9% | +12.9% |
| 30D | -40.6% | +5.1% | -45.7% | -40.5% |
| 3M | -63.9% | -25.8% | -38.1% | -58.5% |
| 6M | -82.8% | -2.0% | -80.8% | -80.8% |
| YTD | -15.4% | +54.7% | -70.1% | -16.0% |
| 1Y | -3.3% | +48.8% | -52.1% | -3.6% |
| 3Y | +136.2% | +607.8% | -471.7% | +36.0% |
| All | -36.9% | -53.0% | +16.2% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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