+357.3%
KORU vs STLA
-40.1%
+397.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.2% | -12.3% | -12.4% |
| 7D | +2.3% | -3.8% | +6.1% | +5.6% |
| 30D | +20.0% | -3.1% | +23.1% | +22.6% |
| 3M | -32.7% | -19.6% | -13.1% | -17.5% |
| 6M | +13.3% | -23.5% | +36.8% | +52.8% |
| YTD | +133.2% | -51.5% | +184.7% | +272.3% |
| 1Y | +357.3% | -39.7% | +396.9% | +525.8% |
| All | +357.3% | -40.1% | +397.3% | +525.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling