+68.3%
KORU vs STLA
-63.6%
+131.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +3.2% |
| 7D | +20.1% | +0.4% | +19.7% | +19.6% |
| 30D | +47.5% | -5.2% | +52.7% | +53.5% |
| 3M | -30.1% | -24.9% | -5.2% | -8.9% |
| 6M | +20.1% | -25.2% | +45.3% | +65.7% |
| YTD | +166.6% | -51.4% | +218.0% | +395.6% |
| 1Y | +458.9% | -40.7% | +499.6% | +752.3% |
| 3Y | +531.8% | -66.3% | +598.0% | +1,402.4% |
| All | +68.3% | -63.6% | +131.9% | +231.0% |
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