+47.2%
KORU vs PBF
+785.3%
-738.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +0.7% | -13.3% | -12.6% |
| 7D | +2.3% | +2.3% | 0.0% | +1.9% |
| 30D | +20.0% | +11.6% | +8.5% | +17.7% |
| 3M | -32.7% | +81.7% | -114.5% | -39.0% |
| 6M | +13.3% | +96.4% | -83.1% | -3.4% |
| YTD | +133.2% | +189.5% | -56.3% | +74.6% |
| 1Y | +357.3% | +180.7% | +176.5% | +243.1% |
| 3Y | +452.7% | +56.6% | +396.0% | +348.2% |
| 5Y | +47.2% | +802.0% | -754.8% | -33.7% |
| All | +47.2% | +785.3% | -738.1% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling