+67.9%
KORU vs PEGA
+180.6%
-112.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +2.0% | -14.5% | -13.5% |
| 7D | +2.3% | -5.3% | +7.6% | +4.9% |
| 30D | +20.0% | +8.3% | +11.7% | +13.6% |
| 3M | -32.7% | +8.9% | -41.7% | -40.8% |
| 6M | +13.3% | -19.7% | +33.1% | +18.7% |
| YTD | +133.2% | -39.9% | +173.1% | +178.0% |
| 1Y | +357.3% | -36.4% | +393.7% | +421.6% |
| 3Y | +452.7% | +52.8% | +399.9% | +186.9% |
| 5Y | +47.2% | -45.7% | +92.9% | +67.7% |
| All | +67.9% | +180.6% | -112.7% | -43.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling