-36.0%
KORU vs USB
+25.6%
-61.6%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.3% | -5.9% | -6.0% |
| 7D | -34.5% | +1.4% | -36.0% | -34.6% |
| 30D | -59.6% | +6.4% | -66.0% | -61.5% |
| 3M | -56.1% | -4.5% | -51.6% | -54.4% |
| 6M | -84.7% | +11.4% | -96.1% | -86.6% |
| YTD | -20.6% | +17.1% | -37.7% | -32.7% |
| 1Y | -13.9% | +32.6% | -46.5% | -34.6% |
| 3Y | +114.9% | +101.8% | +13.0% | +10.9% |
| 5Y | -36.0% | +25.1% | -61.1% | -44.8% |
| All | -36.0% | +25.6% | -61.6% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling