+426.7%
KORU vs USO
+100.7%
+326.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +5.6% | -18.1% | -10.1% |
| 7D | +2.3% | +11.5% | -9.1% | +7.6% |
| 30D | +20.0% | +24.1% | -4.1% | +32.4% |
| 3M | -32.7% | +17.9% | -50.7% | -25.4% |
| 6M | +13.3% | +49.6% | -36.3% | +30.8% |
| YTD | +133.2% | +129.0% | +4.2% | +144.2% |
| 1Y | +357.3% | +112.0% | +245.3% | +386.3% |
| All | +426.7% | +100.7% | +326.1% | +427.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling