-16.2%
KORU vs PCG
-76.5%
+60.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.7% |
| 7D | +24.3% | -2.0% | +26.3% | +24.8% |
| 30D | -44.8% | -2.7% | -42.1% | -44.4% |
| 3M | -60.0% | -25.1% | -35.0% | -57.8% |
| 6M | -78.7% | -22.3% | -56.4% | -77.9% |
| YTD | -10.6% | -18.5% | +7.9% | -7.9% |
| 1Y | -3.8% | -21.8% | +18.0% | 0.0% |
| 3Y | +142.0% | -21.0% | +163.0% | +150.2% |
| 5Y | -33.1% | +8.1% | -41.2% | -34.4% |
| All | -16.2% | -76.5% | +60.3% | -5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling