+493.2%
KORU vs USAR
+73.6%
+419.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | +24.3% | +2.3% | +22.0% | +23.7% |
| 30D | +37.3% | -8.6% | +46.0% | +40.0% |
| 3M | -32.8% | -20.5% | -12.3% | -28.1% |
| 6M | +36.9% | +1.2% | +35.7% | +48.4% |
| YTD | +162.6% | +48.4% | +114.2% | +182.2% |
| 1Y | +467.0% | +30.6% | +436.4% | +507.2% |
| All | +493.2% | +73.6% | +419.5% | +497.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling