-23.4%
KORU vs OUST
-64.1%
+40.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +14.0% | -8.2% | +1.2% |
| 7D | -35.0% | +17.0% | -52.0% | -37.8% |
| 30D | -65.5% | -16.5% | -49.0% | -62.7% |
| 3M | -58.9% | -23.7% | -35.2% | -53.8% |
| 6M | -83.5% | +18.4% | -101.9% | -82.6% |
| YTD | -23.9% | +60.8% | -84.7% | -25.3% |
| 1Y | -12.4% | +44.2% | -56.6% | -12.7% |
| 3Y | +82.1% | +668.1% | -586.0% | +7.3% |
| 5Y | -42.6% | -48.8% | +6.2% | -48.2% |
| All | -23.4% | -64.1% | +40.7% | -25.3% |
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