-57.7%
KORU vs STRL
+2,604.8%
-2,662.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.1% | -2.4% | -3.8% |
| 7D | +11.1% | +15.7% | -4.5% | +3.3% |
| 30D | -40.6% | -35.5% | -5.1% | -22.7% |
| 3M | -63.9% | -47.1% | -16.8% | -46.8% |
| 6M | -82.8% | -65.8% | -17.0% | -65.7% |
| YTD | -15.4% | -4.5% | -10.9% | +12.7% |
| 1Y | -3.3% | -10.5% | +7.2% | +31.5% |
| 3Y | +136.2% | +340.6% | -204.4% | +66.1% |
| 5Y | -36.7% | +911.0% | -947.7% | -68.4% |
| 10Y | -22.9% | +3,727.1% | -3,750.0% | -74.8% |
| All | -57.7% | +2,604.8% | -2,662.5% | -84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling