+22.5%
KORU vs USAR
-49.3%
+71.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.9% | +0.6% | -0.8% |
| 7D | -24.3% | -21.8% | -2.6% | -8.5% |
| 30D | -54.2% | -39.9% | -14.3% | -32.4% |
| 3M | -45.4% | -52.5% | +7.1% | -5.3% |
| 6M | -66.5% | -67.9% | +1.5% | -12.9% |
| YTD | +14.9% | -31.1% | +46.0% | +143.3% |
| 1Y | +22.5% | -49.8% | +72.4% | +167.6% |
| All | +22.5% | -49.3% | +71.8% | +167.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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