-20.7%
KORU vs STZ
+13.4%
-34.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.9% |
| 7D | +11.1% | +2.6% | +8.6% | +9.3% |
| 30D | -40.6% | +15.2% | -55.8% | -47.6% |
| 3M | -63.9% | +7.6% | -71.5% | -67.5% |
| 6M | -82.8% | +5.3% | -88.1% | -85.1% |
| YTD | -15.4% | +8.6% | -24.0% | -31.7% |
| 1Y | -3.3% | +15.6% | -18.8% | -26.5% |
| 3Y | +136.2% | -35.2% | +171.3% | +195.0% |
| 5Y | -36.7% | -29.1% | -7.6% | -27.3% |
| All | -20.7% | +13.4% | -34.1% | -28.4% |
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