+162.6%
KORU vs STRL
+358.3%
-195.7%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +4.9% | +13.5% | +14.5% |
| 7D | -18.1% | +7.1% | -25.2% | -18.8% |
| 30D | -45.7% | -39.4% | -6.4% | -16.7% |
| 3M | -51.6% | -43.0% | -8.6% | -20.1% |
| 6M | -82.6% | -65.0% | -17.6% | -54.5% |
| YTD | -5.9% | -0.8% | -5.1% | +41.0% |
| 1Y | +3.3% | -20.3% | +23.6% | +69.4% |
| All | +162.6% | +358.3% | -195.7% | +137.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling