-27.3%
KORU vs USB
+94.3%
-121.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.5% | +8.8% | +8.8% |
| 7D | -25.8% | +0.8% | -26.6% | -25.6% |
| 30D | -56.9% | +6.8% | -63.7% | -59.6% |
| 3M | -55.7% | -3.8% | -51.9% | -54.1% |
| 6M | -83.7% | +11.7% | -95.4% | -86.2% |
| YTD | -15.3% | +17.5% | -32.8% | -30.5% |
| 1Y | +3.4% | +33.8% | -30.4% | -25.8% |
| 3Y | +133.8% | +104.2% | +29.5% | +5.6% |
| 5Y | -35.4% | +26.4% | -61.8% | -52.1% |
| 10Y | -27.3% | +89.2% | -116.5% | -56.5% |
| All | -27.3% | +94.3% | -121.6% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling