-26.6%
KORU vs STRL
+975.2%
-1,001.8%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +4.9% | +13.5% | +14.7% |
| 7D | -18.1% | +7.1% | -25.2% | -18.7% |
| 30D | -45.7% | -39.4% | -6.4% | -18.5% |
| 3M | -51.6% | -43.0% | -8.6% | -22.1% |
| 6M | -82.6% | -65.0% | -17.6% | -56.4% |
| YTD | -5.9% | -0.8% | -5.1% | +34.7% |
| 1Y | +3.3% | -20.3% | +23.6% | +62.8% |
| 3Y | +154.5% | +356.5% | -202.0% | +52.8% |
| 5Y | -26.6% | +952.8% | -979.4% | -79.2% |
| All | -26.6% | +975.2% | -1,001.8% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling