-42.9%
KORU vs STLD
+255.4%
-298.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.5% | +5.4% | +5.4% |
| 7D | -35.0% | -11.1% | -23.9% | -26.3% |
| 30D | -65.5% | -4.8% | -60.8% | -62.7% |
| 3M | -58.9% | -14.6% | -44.3% | -51.9% |
| 6M | -83.5% | -7.4% | -76.1% | -81.5% |
| YTD | -23.9% | +32.6% | -56.4% | -32.6% |
| 1Y | -12.4% | +47.3% | -59.8% | -27.9% |
| 3Y | +82.1% | +107.5% | -25.4% | +13.1% |
| All | -42.9% | +255.4% | -298.3% | -75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling