+82.9%
KORU vs USO
+86.2%
-3.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -2.2% | +11.2% | +9.5% |
| 7D | -1.7% | +9.1% | -10.8% | -3.9% |
| 30D | +13.5% | +21.7% | -8.1% | +7.9% |
| 3M | -45.2% | +20.2% | -65.4% | -48.3% |
| 6M | +17.1% | +43.4% | -26.2% | -4.6% |
| YTD | +154.1% | +124.0% | +30.2% | +67.4% |
| 1Y | +375.7% | +112.2% | +263.5% | +220.3% |
| 3Y | +474.0% | +97.7% | +376.4% | +282.1% |
| 5Y | +60.4% | +217.4% | -157.0% | -20.2% |
| All | +82.9% | +86.2% | -3.3% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 USO 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