+47.5%
KORU vs PCAR
+168.1%
-120.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.2% | +13.3% | +13.2% |
| 7D | +13.0% | -0.5% | +13.5% | +13.8% |
| 30D | +27.3% | -6.2% | +33.5% | +38.9% |
| 3M | -55.3% | +5.9% | -61.2% | -56.3% |
| 6M | +11.6% | +0.4% | +11.2% | +17.1% |
| YTD | +158.5% | +14.8% | +143.7% | +141.7% |
| 1Y | +482.2% | +30.1% | +452.1% | +377.1% |
| 3Y | +471.9% | +66.7% | +405.3% | +215.6% |
| All | +47.5% | +168.1% | -120.6% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling