-42.9%
KORU vs USB
+21.6%
-64.5%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.5% | +6.3% | +6.2% |
| 7D | -35.0% | 0.0% | -35.0% | -34.5% |
| 30D | -65.5% | +5.8% | -71.4% | -67.2% |
| 3M | -58.9% | -6.0% | -52.9% | -56.9% |
| 6M | -83.5% | +7.8% | -91.3% | -85.2% |
| YTD | -23.9% | +14.6% | -38.5% | -34.5% |
| 1Y | -12.4% | +31.8% | -44.2% | -33.3% |
| 3Y | +82.1% | +91.5% | -9.4% | -1.7% |
| All | -42.9% | +21.6% | -64.5% | -50.0% |
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