-20.7%
KORU vs STT
+198.3%
-219.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.3% |
| 7D | +11.1% | +4.8% | +6.4% | +5.8% |
| 30D | -40.6% | +3.9% | -44.5% | -40.8% |
| 3M | -63.9% | -8.2% | -55.7% | -58.2% |
| 6M | -82.8% | +15.6% | -98.4% | -84.2% |
| YTD | -15.4% | +37.6% | -53.0% | -34.2% |
| 1Y | -3.3% | +50.1% | -53.4% | -31.3% |
| 3Y | +136.2% | +183.1% | -46.9% | -14.9% |
| 5Y | -36.7% | +104.8% | -141.5% | -67.8% |
| All | -20.7% | +198.3% | -219.0% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling