+91.6%
KORU vs PCG
-76.0%
+167.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.8% | +2.4% |
| 7D | +20.1% | +6.5% | +13.6% | +18.5% |
| 30D | +47.5% | -16.7% | +64.2% | +51.9% |
| 3M | -30.1% | -14.2% | -15.9% | -28.9% |
| 6M | +20.1% | -21.5% | +41.6% | +24.3% |
| YTD | +166.6% | -11.2% | +177.8% | +168.8% |
| 1Y | +458.9% | -4.2% | +463.1% | +452.5% |
| 3Y | +531.8% | -14.9% | +546.6% | +541.8% |
| 5Y | +67.7% | +54.2% | +13.4% | +53.0% |
| 10Y | +91.6% | -75.3% | +166.9% | +129.6% |
| All | +91.6% | -76.0% | +167.6% | +129.6% |
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