+522.4%
KORU vs STRL
+531.3%
-8.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.7% | -0.8% |
| 7D | +24.3% | +10.1% | +14.2% | +16.1% |
| 30D | +37.3% | -8.2% | +45.5% | +48.8% |
| 3M | -32.8% | -43.7% | +10.9% | +9.2% |
| 6M | +36.9% | +27.1% | +9.8% | +45.0% |
| YTD | +162.6% | +64.0% | +98.6% | +153.3% |
| 1Y | +467.0% | +75.2% | +391.9% | +433.4% |
| 3Y | +522.4% | +539.9% | -17.5% | +231.1% |
| All | +522.4% | +531.3% | -8.9% | +231.1% |
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