-20.7%
KORU vs STLD
+761.4%
-782.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.2% | -2.2% | -2.7% |
| 7D | +11.1% | +2.9% | +8.2% | +8.6% |
| 30D | -40.6% | -5.6% | -35.0% | -35.2% |
| 3M | -63.9% | -11.7% | -52.2% | -58.6% |
| 6M | -82.8% | -2.8% | -80.0% | -81.6% |
| YTD | -15.4% | +36.4% | -51.8% | -28.3% |
| 1Y | -3.3% | +50.0% | -53.3% | -24.0% |
| 3Y | +136.2% | +122.3% | +13.9% | +28.9% |
| 5Y | -36.7% | +273.2% | -309.9% | -78.8% |
| All | -20.7% | +761.4% | -782.1% | -86.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling