-63.6%
KORU vs PCOR
-10.3%
-53.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +6.0% |
| 7D | -35.0% | +22.7% | -57.7% | -41.4% |
| 30D | -65.5% | +37.5% | -103.0% | -70.6% |
| 3M | -58.9% | +35.2% | -94.1% | -65.5% |
| 6M | -83.5% | +42.2% | -125.8% | -86.8% |
| YTD | -23.9% | +3.6% | -27.4% | -31.3% |
| 1Y | -12.4% | -4.8% | -7.7% | -16.8% |
| 3Y | +82.1% | +48.3% | +33.7% | +29.8% |
| 5Y | -42.6% | -20.1% | -22.6% | -53.8% |
| All | -63.6% | -10.3% | -53.2% | -70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling