+29.3%
KORU vs PBF
+229.1%
-199.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.3% | +14.8% | +13.9% |
| 7D | +13.0% | +4.3% | +8.7% | +11.3% |
| 30D | +27.3% | +22.0% | +5.3% | +18.4% |
| 3M | -55.3% | +74.5% | -129.8% | -63.9% |
| 6M | +11.6% | +67.7% | -56.1% | -15.4% |
| YTD | +158.5% | +179.2% | -20.6% | +60.1% |
| 1Y | +482.2% | +170.0% | +312.2% | +259.9% |
| 3Y | +471.9% | +66.4% | +405.5% | +292.0% |
| 5Y | +41.1% | +764.5% | -723.4% | -56.1% |
| 10Y | +80.2% | +358.5% | -278.3% | -45.1% |
| All | +29.3% | +229.1% | -199.8% | -58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling