+29.3%
KORU vs PEGA
+464.0%
-434.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.0% | +14.4% | +13.9% |
| 7D | +13.0% | +3.3% | +9.7% | +11.2% |
| 30D | +27.3% | +17.7% | +9.5% | +16.2% |
| 3M | -55.3% | +5.8% | -61.1% | -59.1% |
| 6M | +11.6% | -20.3% | +31.9% | +17.3% |
| YTD | +158.5% | -37.1% | +195.7% | +198.3% |
| 1Y | +482.2% | -30.2% | +512.4% | +527.4% |
| 3Y | +471.9% | +48.1% | +423.8% | +233.4% |
| 5Y | +41.1% | -46.8% | +87.9% | +54.2% |
| 10Y | +80.2% | +191.3% | -111.1% | -12.4% |
| All | +29.3% | +464.0% | -434.7% | -49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling