+160.1%
KORU vs OUST
-62.4%
+222.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +1.7% | +11.8% | +12.9% |
| 7D | +13.0% | +5.2% | +7.8% | +11.4% |
| 30D | +27.3% | -19.3% | +46.5% | +36.7% |
| 3M | -55.3% | -22.6% | -32.6% | -49.1% |
| 6M | +11.6% | +62.8% | -51.2% | +6.9% |
| YTD | +158.5% | +68.3% | +90.2% | +142.9% |
| 1Y | +482.2% | +28.5% | +453.6% | +466.6% |
| 3Y | +471.9% | +554.0% | -82.1% | +236.6% |
| 5Y | +41.1% | -56.2% | +97.4% | +24.8% |
| All | +160.1% | -62.4% | +222.5% | +143.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling