+29.3%
KORU vs STT
+366.5%
-337.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.2% | +13.3% | +13.3% |
| 7D | +13.0% | +0.5% | +12.5% | +12.6% |
| 30D | +27.3% | +3.9% | +23.4% | +22.2% |
| 3M | -55.3% | +20.0% | -75.2% | -62.6% |
| 6M | +11.6% | +55.3% | -43.7% | -27.6% |
| YTD | +158.5% | +53.3% | +105.2% | +71.1% |
| 1Y | +482.2% | +74.7% | +407.5% | +237.2% |
| 3Y | +471.9% | +205.8% | +266.1% | +85.9% |
| 5Y | +41.1% | +145.0% | -103.9% | -42.5% |
| 10Y | +80.2% | +266.0% | -185.8% | -50.2% |
| All | +29.3% | +366.5% | -337.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling