+22.5%
KORU vs PCG
-14.1%
+36.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.8% | -6.1% | -5.3% |
| 7D | -24.3% | +1.9% | -26.2% | -24.4% |
| 30D | -54.2% | +8.5% | -62.7% | -54.2% |
| 3M | -45.4% | -22.9% | -22.6% | -45.9% |
| 6M | -66.5% | -16.8% | -49.7% | -68.4% |
| YTD | +14.9% | -15.8% | +30.7% | +37.6% |
| 1Y | +22.5% | -16.0% | +38.5% | +51.4% |
| All | +22.5% | -14.1% | +36.6% | +51.4% |
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