+91.6%
KORU vs STRL
+7,055.3%
-6,963.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +2.4% |
| 7D | +20.1% | +8.2% | +11.9% | +14.7% |
| 30D | +47.5% | -6.3% | +53.8% | +55.7% |
| 3M | -30.1% | -41.2% | +11.1% | +3.9% |
| 6M | +20.1% | +20.4% | -0.2% | +27.0% |
| YTD | +166.6% | +61.7% | +104.9% | +150.1% |
| 1Y | +458.9% | +72.7% | +386.2% | +405.7% |
| 3Y | +531.8% | +530.9% | +0.8% | +175.1% |
| 5Y | +67.7% | +2,125.4% | -2,057.7% | -63.3% |
| 10Y | +91.6% | +7,301.3% | -7,209.8% | -72.6% |
| All | +91.6% | +7,055.3% | -6,963.8% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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