-60.3%
KORU vs PCAR
+420.0%
-480.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.2% | -6.4% | -6.5% |
| 7D | -34.5% | +3.8% | -38.3% | -37.2% |
| 30D | -59.6% | -2.0% | -57.6% | -58.9% |
| 3M | -56.1% | -19.1% | -37.0% | -42.8% |
| 6M | -84.7% | -6.8% | -77.9% | -82.8% |
| YTD | -20.6% | -2.5% | -18.1% | -11.1% |
| 1Y | -13.9% | +9.7% | -23.5% | -16.8% |
| 3Y | +114.9% | +34.0% | +80.9% | +47.1% |
| 5Y | -36.0% | +113.3% | -149.3% | -75.9% |
| 10Y | -27.8% | +278.2% | -306.0% | -84.7% |
| All | -60.3% | +420.0% | -480.3% | -94.3% |
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 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