-60.3%
KORU vs STLD
+1,960.2%
-2,020.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +3.8% | -10.0% | -9.3% |
| 7D | -34.5% | -4.7% | -29.9% | -30.0% |
| 30D | -59.6% | -0.9% | -58.7% | -57.8% |
| 3M | -56.1% | -11.9% | -44.2% | -50.0% |
| 6M | -84.7% | +0.9% | -85.6% | -84.1% |
| YTD | -20.6% | +40.4% | -61.0% | -34.0% |
| 1Y | -13.9% | +56.6% | -70.5% | -34.1% |
| 3Y | +114.9% | +125.5% | -10.6% | +18.4% |
| 5Y | -36.0% | +292.8% | -328.8% | -78.3% |
| 10Y | -27.8% | +787.1% | -814.9% | -87.8% |
| All | -60.3% | +1,960.2% | -2,020.5% | -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