+482.2%
KORU vs PCG
-6.6%
+488.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +2.4% | +11.0% | +13.6% |
| 7D | +13.0% | -13.9% | +26.9% | +13.0% |
| 30D | +27.3% | -16.9% | +44.1% | +27.2% |
| 3M | -55.3% | -14.7% | -40.5% | -55.8% |
| 6M | +11.6% | -23.8% | +35.4% | +21.1% |
| YTD | +158.5% | -10.5% | +169.0% | +189.8% |
| 1Y | +482.2% | -5.1% | +487.3% | +569.8% |
| All | +482.2% | -6.6% | +488.7% | +569.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling