+18.7%
KORU vs PENG
+755.0%
-736.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.1% |
| 7D | +24.3% | +7.8% | +16.5% | +19.2% |
| 30D | +37.3% | -12.2% | +49.5% | +49.5% |
| 3M | -32.8% | -20.6% | -12.2% | -18.3% |
| 6M | +36.9% | +180.9% | -144.0% | -9.4% |
| YTD | +162.6% | +162.3% | +0.3% | +80.9% |
| 1Y | +467.0% | +107.3% | +359.8% | +338.4% |
| 3Y | +522.4% | +110.8% | +411.6% | +305.6% |
| 5Y | +57.9% | +117.8% | -60.0% | -0.7% |
| All | +18.7% | +755.0% | -736.3% | -51.9% |
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