+114.9%
KORU vs PCG
-18.6%
+133.4%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.7% | -6.9% | -6.5% |
| 7D | -34.5% | -0.5% | -34.1% | -34.3% |
| 30D | -59.6% | +0.8% | -60.4% | -59.6% |
| 3M | -56.1% | -22.0% | -34.0% | -53.2% |
| 6M | -84.7% | -17.1% | -67.6% | -84.8% |
| YTD | -20.6% | -16.9% | -3.7% | -17.5% |
| 1Y | -13.9% | -19.1% | +5.2% | -9.3% |
| 3Y | +114.9% | -19.4% | +134.3% | +108.2% |
| All | +114.9% | -18.6% | +133.4% | +108.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling