+57.9%
KORU vs PCG
+61.3%
-3.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.6% | -2.1% | -0.4% |
| 7D | +24.3% | +5.4% | +18.9% | +20.5% |
| 30D | +37.3% | -15.1% | +52.4% | +46.5% |
| 3M | -32.8% | -9.8% | -23.0% | -32.6% |
| 6M | +36.9% | -18.0% | +54.9% | +46.0% |
| YTD | +162.6% | -7.2% | +169.9% | +157.9% |
| 1Y | +467.0% | +2.9% | +464.2% | +408.1% |
| 3Y | +522.4% | -11.1% | +533.5% | +498.9% |
| 5Y | +57.9% | +61.8% | -3.9% | -14.3% |
| All | +57.9% | +61.3% | -3.4% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling