+136.2%
KORU vs PCOR
+50.0%
+86.1%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.6% |
| 7D | +11.1% | +3.0% | +8.1% | +10.3% |
| 30D | -40.6% | +38.7% | -79.3% | -46.7% |
| 3M | -63.9% | +24.9% | -88.7% | -66.8% |
| 6M | -82.8% | +68.8% | -151.6% | -85.9% |
| YTD | -15.4% | +6.7% | -22.1% | -15.8% |
| 1Y | -3.3% | +3.0% | -6.3% | -1.2% |
| 3Y | +136.2% | +48.6% | +87.6% | +71.5% |
| All | +136.2% | +50.0% | +86.1% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling