+136.2%
KORU vs STLA
-77.1%
+213.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -4.6% |
| 7D | +11.1% | -13.8% | +24.9% | +24.0% |
| 30D | -40.6% | -10.5% | -30.1% | -35.0% |
| 3M | -63.9% | -28.9% | -35.0% | -52.8% |
| 6M | -82.8% | -49.7% | -33.1% | -69.6% |
| YTD | -15.4% | -64.9% | +49.5% | +82.8% |
| 1Y | -3.3% | -64.0% | +60.8% | +104.1% |
| 3Y | +136.2% | -77.4% | +213.6% | +566.2% |
| All | +136.2% | -77.1% | +213.3% | +566.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling