+515.7%
KORU vs PCAR
+68.2%
+447.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.2% | +13.3% | +13.3% |
| 7D | +13.0% | -0.5% | +13.5% | +13.8% |
| 30D | +27.3% | -6.2% | +33.5% | +38.7% |
| 3M | -55.3% | +5.9% | -61.2% | -56.3% |
| 6M | +11.6% | +0.4% | +11.2% | +15.8% |
| YTD | +158.5% | +14.8% | +143.7% | +144.5% |
| 1Y | +482.2% | +30.1% | +452.1% | +397.6% |
| All | +515.7% | +68.2% | +447.5% | +198.0% |
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