+91.6%
KORU vs PCAR
+361.0%
-269.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +2.2% |
| 7D | +20.1% | -0.2% | +20.3% | +20.3% |
| 30D | +47.5% | -6.9% | +54.4% | +63.1% |
| 3M | -30.1% | +2.1% | -32.2% | -29.5% |
| 6M | +20.1% | +1.6% | +18.5% | +25.3% |
| YTD | +166.6% | +12.2% | +154.4% | +152.4% |
| 1Y | +458.9% | +28.0% | +430.9% | +344.3% |
| 3Y | +531.8% | +61.0% | +470.8% | +238.1% |
| 5Y | +67.7% | +163.9% | -96.2% | -55.3% |
| 10Y | +91.6% | +367.9% | -276.4% | -64.8% |
| All | +91.6% | +361.0% | -269.5% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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