-61.8%
KORU vs PENG
+689.3%
-751.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.5% | +0.1% | -2.0% |
| 7D | +11.1% | +13.2% | -2.1% | +3.6% |
| 30D | -40.6% | -29.9% | -10.7% | -21.6% |
| 3M | -63.9% | -22.2% | -41.7% | -55.1% |
| 6M | -82.8% | -1.9% | -80.9% | -79.2% |
| YTD | -15.4% | +142.1% | -157.5% | -34.9% |
| 1Y | -3.3% | +151.5% | -154.8% | -26.9% |
| 3Y | +136.2% | +206.9% | -70.8% | +50.3% |
| 5Y | -36.7% | +58.2% | -94.9% | -49.9% |
| All | -61.8% | +689.3% | -751.1% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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