+82.1%
KORU vs PCAR
+31.0%
+51.1%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.4% | +8.2% | +8.5% |
| 7D | -35.0% | +0.1% | -35.1% | -34.8% |
| 30D | -65.5% | -4.6% | -61.0% | -64.2% |
| 3M | -58.9% | -22.6% | -36.3% | -45.0% |
| 6M | -83.5% | -12.0% | -71.6% | -80.3% |
| YTD | -23.9% | -6.1% | -17.8% | -10.1% |
| 1Y | -12.4% | +6.3% | -18.8% | -5.6% |
| 3Y | +82.1% | +31.8% | +50.3% | +12.2% |
| All | +82.1% | +31.0% | +51.1% | +12.2% |
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