+67.7%
KORU vs STZ
-38.0%
+105.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | +20.1% | -6.0% | +26.1% | +23.3% |
| 30D | +47.5% | -8.9% | +56.3% | +52.4% |
| 3M | -30.1% | -12.6% | -17.5% | -27.4% |
| 6M | +20.1% | -17.2% | +37.3% | +26.0% |
| YTD | +166.6% | -10.0% | +176.6% | +154.6% |
| 1Y | +458.9% | -14.3% | +473.2% | +451.4% |
| 3Y | +531.8% | -49.9% | +581.7% | +875.5% |
| 5Y | +67.7% | -38.2% | +105.9% | +89.3% |
| All | +67.7% | -38.0% | +105.6% | +89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling