+25.7%
KORU vs PCOR
-33.1%
+58.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.7% | +3.1% |
| 7D | +24.3% | -6.9% | +31.2% | +28.1% |
| 30D | +37.3% | -1.5% | +38.9% | +36.9% |
| 3M | -32.8% | +18.5% | -51.3% | -41.0% |
| 6M | +36.9% | -4.7% | +41.6% | +32.7% |
| YTD | +162.6% | -22.8% | +185.4% | +178.2% |
| 1Y | +467.0% | -20.7% | +487.8% | +483.4% |
| 3Y | +522.4% | -14.6% | +536.9% | +493.2% |
| 5Y | +57.9% | -40.7% | +98.6% | +48.8% |
| All | +25.7% | -33.1% | +58.8% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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