-20.7%
KORU vs STM
+470.7%
-491.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -6.1% |
| 7D | +11.1% | +12.0% | -0.9% | -1.5% |
| 30D | -40.6% | -0.4% | -40.2% | -35.8% |
| 3M | -63.9% | -13.2% | -50.7% | -52.4% |
| 6M | -82.8% | -26.1% | -56.7% | -67.7% |
| YTD | -15.4% | +81.2% | -96.6% | -29.8% |
| 1Y | -3.3% | +98.3% | -101.6% | -26.4% |
| 3Y | +136.2% | +16.7% | +119.4% | +179.5% |
| 5Y | -36.7% | -4.8% | -31.9% | -5.8% |
| All | -20.7% | +470.7% | -491.4% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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