+29.3%
KORU vs STRL
+4,400.4%
-4,371.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +5.8% | +7.7% | +10.5% |
| 7D | +13.0% | +3.4% | +9.6% | +11.5% |
| 30D | +27.3% | -9.2% | +36.5% | +35.5% |
| 3M | -55.3% | -51.0% | -4.2% | -30.2% |
| 6M | +11.6% | +15.8% | -4.2% | +21.5% |
| YTD | +158.5% | +58.9% | +99.7% | +152.2% |
| 1Y | +482.2% | +68.5% | +413.6% | +454.7% |
| 3Y | +471.9% | +485.2% | -13.3% | +218.4% |
| 5Y | +41.1% | +2,005.1% | -1,964.0% | -52.3% |
| 10Y | +80.2% | +7,118.0% | -7,037.8% | -57.8% |
| All | +29.3% | +4,400.4% | -4,371.0% | -65.2% |
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 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