+482.2%
KORU vs STLD
+89.3%
+392.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.6% | +15.1% | +15.3% |
| 7D | +13.0% | +3.1% | +9.9% | +8.5% |
| 30D | +27.3% | -9.0% | +36.3% | +41.5% |
| 3M | -55.3% | -12.4% | -42.9% | -47.0% |
| 6M | +11.6% | +25.5% | -13.9% | -15.4% |
| YTD | +158.5% | +43.6% | +114.9% | +77.6% |
| 1Y | +482.2% | +87.2% | +395.0% | +242.3% |
| All | +482.2% | +89.3% | +392.9% | +242.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 1y: compounded portfolio wealth divided by compounded STLD 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…
1y analysis · Full analysis span regression · 6 months rolling