+29.3%
KORU vs STLA
+185.8%
-156.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +1.3% | +12.2% | +12.4% |
| 7D | +13.0% | +2.6% | +10.4% | +10.9% |
| 30D | +27.3% | -1.2% | +28.5% | +28.0% |
| 3M | -55.3% | -24.8% | -30.5% | -42.4% |
| 6M | +11.6% | -25.6% | +37.2% | +49.4% |
| YTD | +158.5% | -48.9% | +207.5% | +335.9% |
| 1Y | +482.2% | -38.8% | +520.9% | +743.0% |
| 3Y | +471.9% | -64.5% | +536.4% | +1,114.0% |
| 5Y | +41.1% | -62.4% | +103.6% | +198.3% |
| 10Y | +80.2% | +55.4% | +24.8% | +87.8% |
| All | +29.3% | +185.8% | -156.5% | +42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling