+65.2%
KORU vs STT
+158.4%
-93.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +3.0% |
| 7D | +24.3% | +2.2% | +22.1% | +21.3% |
| 30D | +37.3% | +3.9% | +33.4% | +31.2% |
| 3M | -32.8% | +19.2% | -52.0% | -44.3% |
| 6M | +36.9% | +60.4% | -23.5% | -15.9% |
| YTD | +162.6% | +51.5% | +111.2% | +72.6% |
| 1Y | +467.0% | +76.3% | +390.7% | +218.9% |
| 3Y | +522.4% | +200.7% | +321.6% | +100.1% |
| All | +65.2% | +158.4% | -93.2% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling