+29.3%
KORU vs STM
+797.9%
-768.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +1.9% | +11.6% | +11.6% |
| 7D | +13.0% | +5.8% | +7.2% | +7.3% |
| 30D | +27.3% | -1.0% | +28.3% | +30.4% |
| 3M | -55.3% | -33.3% | -22.0% | -20.7% |
| 6M | +11.6% | +57.4% | -45.8% | -4.2% |
| YTD | +158.5% | +102.2% | +56.4% | +81.1% |
| 1Y | +482.2% | +99.6% | +382.6% | +309.4% |
| 3Y | +471.9% | +14.5% | +457.4% | +524.2% |
| 5Y | +41.1% | +21.4% | +19.8% | +52.9% |
| 10Y | +80.2% | +695.0% | -614.8% | -34.1% |
| All | +29.3% | +797.9% | -768.6% | -57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling