-57.7%
KORU vs STLA
+96.4%
-154.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -4.6% |
| 7D | +11.1% | -13.8% | +24.9% | +24.3% |
| 30D | -40.6% | -10.5% | -30.1% | -35.0% |
| 3M | -63.9% | -28.9% | -35.0% | -52.6% |
| 6M | -82.8% | -49.7% | -33.1% | -69.3% |
| YTD | -15.4% | -64.9% | +49.5% | +92.5% |
| 1Y | -3.3% | -64.0% | +60.8% | +114.3% |
| 3Y | +136.2% | -77.4% | +213.6% | +620.0% |
| 5Y | -36.7% | -74.4% | +37.7% | +81.1% |
| 10Y | -22.9% | -6.4% | -16.5% | +14.9% |
| All | -57.7% | +96.4% | -154.0% | -37.0% |
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 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