-36.9%
KORU vs STLA
-74.6%
+37.7%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -4.5% |
| 7D | +11.1% | -13.8% | +24.9% | +26.0% |
| 30D | -40.6% | -10.5% | -30.1% | -34.3% |
| 3M | -63.9% | -28.9% | -35.0% | -51.1% |
| 6M | -82.8% | -49.7% | -33.1% | -67.1% |
| YTD | -15.4% | -64.9% | +49.5% | +110.1% |
| 1Y | -3.3% | -64.0% | +60.8% | +132.8% |
| 3Y | +136.2% | -77.4% | +213.6% | +723.0% |
| All | -36.9% | -74.6% | +37.7% | +76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling