+482.2%
KORU vs PEGA
-30.0%
+512.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.0% | +14.4% | +13.3% |
| 7D | +13.0% | +3.3% | +9.7% | +13.6% |
| 30D | +27.3% | +17.7% | +9.5% | +30.7% |
| 3M | -55.3% | +5.8% | -61.1% | -51.7% |
| 6M | +11.6% | -20.3% | +31.9% | +25.2% |
| YTD | +158.5% | -37.1% | +195.7% | +206.4% |
| 1Y | +482.2% | -30.2% | +512.4% | +578.9% |
| All | +482.2% | -30.0% | +512.2% | +578.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling