+82.9%
KORU vs PBF
+374.8%
-291.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.6% | +7.4% | +8.5% |
| 7D | -1.7% | +5.3% | -7.0% | -3.3% |
| 30D | +13.5% | +11.7% | +1.8% | +8.9% |
| 3M | -45.2% | +91.1% | -136.3% | -56.6% |
| 6M | +17.1% | +88.4% | -71.3% | -12.9% |
| YTD | +154.1% | +194.1% | -39.9% | +56.0% |
| 1Y | +375.7% | +180.4% | +195.3% | +193.9% |
| 3Y | +474.0% | +59.3% | +414.7% | +304.7% |
| 5Y | +60.4% | +816.3% | -755.8% | -50.8% |
| All | +82.9% | +374.8% | -291.9% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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