-61.9%
KORU vs STLD
+1,844.9%
-1,906.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.5% | +5.4% | +5.5% |
| 7D | -35.0% | -11.1% | -23.9% | -26.5% |
| 30D | -65.5% | -4.8% | -60.8% | -62.8% |
| 3M | -58.9% | -14.6% | -44.3% | -52.1% |
| 6M | -83.5% | -7.4% | -76.1% | -81.6% |
| YTD | -23.9% | +32.6% | -56.4% | -33.6% |
| 1Y | -12.4% | +47.3% | -59.8% | -29.5% |
| 3Y | +82.1% | +107.5% | -25.4% | +7.4% |
| 5Y | -42.6% | +268.8% | -311.5% | -79.5% |
| 10Y | -37.4% | +883.3% | -920.7% | -90.2% |
| All | -61.9% | +1,844.9% | -1,906.8% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling