+357.3%
KORU vs PCG
-4.6%
+361.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.1% | -11.4% | -12.6% |
| 7D | +2.3% | +0.5% | +1.8% | +2.4% |
| 30D | +20.0% | -18.9% | +38.9% | +19.6% |
| 3M | -32.7% | -15.8% | -16.9% | -33.1% |
| 6M | +13.3% | -22.6% | +35.9% | +21.0% |
| YTD | +133.2% | -12.2% | +145.4% | +163.8% |
| 1Y | +357.3% | -7.1% | +364.4% | +438.1% |
| All | +357.3% | -4.6% | +361.9% | +438.1% |
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