+67.9%
KORU vs STZ
-10.3%
+78.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +1.9% | -14.4% | -13.9% |
| 7D | +2.3% | -4.1% | +6.4% | +5.1% |
| 30D | +20.0% | -7.6% | +27.6% | +25.5% |
| 3M | -32.7% | -12.3% | -20.4% | -28.8% |
| 6M | +13.3% | -16.3% | +29.6% | +20.4% |
| YTD | +133.2% | -8.4% | +141.6% | +121.4% |
| 1Y | +357.3% | -10.8% | +368.1% | +342.1% |
| 3Y | +452.7% | -49.0% | +501.6% | +779.8% |
| 5Y | +47.2% | -36.5% | +83.7% | +88.4% |
| All | +67.9% | -10.3% | +78.2% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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