+369.1%
KORU vs USAR
+68.6%
+300.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +2.3% |
| 7D | +20.1% | -4.4% | +24.5% | +21.3% |
| 30D | +47.5% | -10.4% | +57.9% | +51.0% |
| 3M | -30.1% | -18.4% | -11.7% | -25.3% |
| 6M | +20.1% | -8.8% | +29.0% | +31.6% |
| YTD | +166.6% | +43.4% | +123.2% | +188.6% |
| 1Y | +458.9% | +21.0% | +437.9% | +503.2% |
| 3Y | +531.8% | +67.7% | +464.0% | +546.1% |
| All | +369.1% | +68.6% | +300.5% | +400.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling