-64.0%
KORU vs USB
+179.1%
-243.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -37.4% | -2.1% | -35.3% | -35.3% |
| 7D | -48.7% | -1.5% | -47.2% | -47.3% |
| 30D | -68.9% | +4.3% | -73.2% | -70.3% |
| 3M | -64.6% | -6.1% | -58.5% | -62.4% |
| 6M | -82.2% | +9.4% | -91.6% | -84.6% |
| YTD | -28.1% | +15.2% | -43.2% | -40.3% |
| 1Y | -25.1% | +32.8% | -57.9% | -46.5% |
| 3Y | +98.5% | +91.3% | +7.2% | -6.2% |
| 5Y | -45.8% | +22.7% | -68.5% | -59.3% |
| 10Y | -40.9% | +97.0% | -137.9% | -74.5% |
| All | -64.0% | +179.1% | -243.1% | -87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling