+474.0%
KORU vs PBR
+99.7%
+374.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.8% | +9.8% | +9.3% |
| 7D | -1.7% | +5.4% | -7.1% | -3.9% |
| 30D | +13.5% | +22.9% | -9.3% | +3.7% |
| 3M | -45.2% | +19.6% | -64.8% | -50.0% |
| 6M | +17.1% | +16.5% | +0.7% | +3.5% |
| YTD | +154.1% | +86.7% | +67.5% | +70.9% |
| 1Y | +375.7% | +74.7% | +301.0% | +228.8% |
| 3Y | +474.0% | +102.6% | +371.4% | +230.9% |
| All | +474.0% | +99.7% | +374.3% | +230.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 3y: compounded portfolio wealth divided by compounded PBR 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…
3y analysis · Full analysis span regression · 6 months rolling