+67.9%
KORU vs STM
+660.7%
-592.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.6% | -10.9% | -10.8% |
| 7D | +2.3% | -1.1% | +3.4% | +3.9% |
| 30D | +20.0% | -7.8% | +27.8% | +33.3% |
| 3M | -32.7% | -28.2% | -4.5% | +10.0% |
| 6M | +13.3% | +52.0% | -38.6% | -1.8% |
| YTD | +133.2% | +96.4% | +36.8% | +60.4% |
| 1Y | +357.3% | +98.8% | +258.4% | +208.2% |
| 3Y | +452.7% | +18.3% | +434.4% | +477.9% |
| 5Y | +47.2% | +17.7% | +29.5% | +59.1% |
| All | +67.9% | +660.7% | -592.8% | -46.4% |
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