+67.7%
KORU vs PEGA
-48.2%
+115.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +2.2% |
| 7D | +20.1% | -6.1% | +26.2% | +22.4% |
| 30D | +47.5% | +6.4% | +41.1% | +43.6% |
| 3M | -30.1% | +2.9% | -33.0% | -33.6% |
| 6M | +20.1% | -23.8% | +44.0% | +28.4% |
| YTD | +166.6% | -41.1% | +207.6% | +208.1% |
| 1Y | +458.9% | -38.2% | +497.2% | +530.6% |
| 3Y | +531.8% | +49.8% | +481.9% | +327.3% |
| 5Y | +67.7% | -48.0% | +115.7% | +126.4% |
| All | +67.7% | -48.2% | +115.9% | +126.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling