+136.2%
KORU vs PCAR
+35.4%
+100.7%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.8% |
| 7D | +11.1% | +4.9% | +6.2% | +6.0% |
| 30D | -40.6% | -1.4% | -39.2% | -39.7% |
| 3M | -63.9% | -18.1% | -45.8% | -54.4% |
| 6M | -82.8% | -4.0% | -78.8% | -81.2% |
| YTD | -15.4% | -1.5% | -13.9% | -4.7% |
| 1Y | -3.3% | +13.2% | -16.4% | -1.7% |
| 3Y | +136.2% | +35.8% | +100.4% | +51.7% |
| All | +136.2% | +35.4% | +100.7% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling