+56.9%
KORU vs USO
+213.6%
-156.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -2.2% | +11.2% | +8.7% |
| 7D | -1.7% | +9.1% | -10.8% | -0.7% |
| 30D | +13.5% | +21.7% | -8.1% | +16.0% |
| 3M | -45.2% | +20.2% | -65.4% | -43.6% |
| 6M | +17.1% | +43.4% | -26.2% | +13.7% |
| YTD | +154.1% | +124.0% | +30.2% | +112.8% |
| 1Y | +375.7% | +112.2% | +263.5% | +304.7% |
| 3Y | +474.0% | +97.7% | +376.4% | +383.1% |
| All | +56.9% | +213.6% | -156.6% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling