+136.2%
KORU vs PEGA
+46.3%
+89.8%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.6% | -5.6% |
| 7D | +11.1% | +0.1% | +11.1% | +11.0% |
| 30D | -40.6% | -4.1% | -36.5% | -40.4% |
| 3M | -63.9% | -2.8% | -61.1% | -64.1% |
| 6M | -82.8% | -0.4% | -82.4% | -83.1% |
| YTD | -15.4% | -45.4% | +30.0% | -3.9% |
| 1Y | -3.3% | -42.6% | +39.4% | +8.2% |
| 3Y | +136.2% | +45.4% | +90.8% | +75.1% |
| All | +136.2% | +46.3% | +89.8% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling