+29.3%
KORU vs PCAR
+512.2%
-482.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.2% | +13.3% | +13.2% |
| 7D | +13.0% | -0.5% | +13.5% | +13.9% |
| 30D | +27.3% | -6.2% | +33.5% | +39.5% |
| 3M | -55.3% | +5.9% | -61.2% | -56.4% |
| 6M | +11.6% | +0.4% | +11.2% | +18.4% |
| YTD | +158.5% | +14.8% | +143.7% | +138.4% |
| 1Y | +482.2% | +30.1% | +452.1% | +355.9% |
| 3Y | +471.9% | +66.7% | +405.3% | +201.6% |
| 5Y | +41.1% | +166.1% | -125.0% | -59.7% |
| 10Y | +80.2% | +353.7% | -273.5% | -69.4% |
| All | +29.3% | +512.2% | -482.9% | -84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling