+502.1%
KORU vs STT
+195.2%
+307.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +20.1% | +1.0% | +19.1% | +18.5% |
| 30D | +47.5% | +2.8% | +44.7% | +41.9% |
| 3M | -30.1% | +18.1% | -48.2% | -43.2% |
| 6M | +20.1% | +59.2% | -39.1% | -30.4% |
| YTD | +166.6% | +51.5% | +115.1% | +64.4% |
| 1Y | +458.9% | +75.7% | +383.3% | +192.9% |
| All | +502.1% | +195.2% | +307.0% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling