+515.7%
KORU vs STLD
+144.6%
+371.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.6% | +15.1% | +14.7% |
| 7D | +13.0% | +3.1% | +9.9% | +9.9% |
| 30D | +27.3% | -9.0% | +36.3% | +36.5% |
| 3M | -55.3% | -12.4% | -42.9% | -50.0% |
| 6M | +11.6% | +25.5% | -13.9% | -3.6% |
| YTD | +158.5% | +43.6% | +114.9% | +104.6% |
| 1Y | +482.2% | +87.2% | +395.0% | +290.6% |
| All | +515.7% | +144.6% | +371.1% | +233.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling