+136.2%
KORU vs STM
+16.3%
+119.8%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -6.2% |
| 7D | +11.1% | +12.0% | -0.9% | -3.1% |
| 30D | -40.6% | -0.4% | -40.2% | -35.5% |
| 3M | -63.9% | -13.2% | -50.7% | -51.2% |
| 6M | -82.8% | -26.1% | -56.7% | -65.7% |
| YTD | -15.4% | +81.2% | -96.6% | -20.1% |
| 1Y | -3.3% | +98.3% | -101.6% | -15.0% |
| 3Y | +136.2% | +16.7% | +119.4% | +170.8% |
| All | +136.2% | +16.3% | +119.8% | +170.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling