-16.2%
KORU vs STRL
+3,816.9%
-3,833.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -4.4% |
| 7D | +24.3% | +23.4% | +0.9% | +8.9% |
| 30D | -44.8% | -39.5% | -5.3% | -20.8% |
| 3M | -60.0% | -45.1% | -15.0% | -37.7% |
| 6M | -78.7% | -64.6% | -14.1% | -51.8% |
| YTD | -10.6% | -1.5% | -9.0% | +20.6% |
| 1Y | -3.8% | -20.8% | +17.0% | +42.9% |
| 3Y | +142.0% | +353.1% | -211.2% | +36.9% |
| 5Y | -33.1% | +942.9% | -976.0% | -77.1% |
| All | -16.2% | +3,816.9% | -3,833.1% | -85.5% |
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