+476.2%
STX vs KORU
-38.2%
+514.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.4% | +2.3% | -1.7% |
| 7D | +14.6% | +11.1% | +3.5% | +11.5% |
| 30D | -26.0% | -40.6% | +14.6% | -17.3% |
| 3M | -42.6% | -63.9% | +21.3% | -30.1% |
| 6M | -35.3% | -82.8% | +47.5% | -17.6% |
| YTD | +92.5% | -15.4% | +107.9% | +48.1% |
| 1Y | +102.4% | -3.3% | +105.7% | +50.0% |
| 3Y | +673.8% | +136.2% | +537.7% | +316.4% |
| All | +476.2% | -38.2% | +514.3% | +280.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KORU.
Daily Out/Under-Performance
Portfolio return minus KORU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KORU 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 KORU 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