+57.9%
KORU vs STM
+20.9%
+37.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.2% |
| 7D | +24.3% | +5.2% | +19.1% | +17.5% |
| 30D | +37.3% | -7.4% | +44.7% | +52.8% |
| 3M | -32.8% | -30.6% | -2.2% | +17.3% |
| 6M | +36.9% | +66.4% | -29.5% | +10.7% |
| YTD | +162.6% | +101.1% | +61.5% | +79.7% |
| 1Y | +467.0% | +97.4% | +369.7% | +290.7% |
| 3Y | +522.4% | +21.1% | +501.2% | +551.1% |
| 5Y | +57.9% | +22.5% | +35.4% | +53.8% |
| All | +57.9% | +20.9% | +37.0% | +53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling