+467.0%
KORU vs PENG
+106.3%
+360.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.5% |
| 7D | +24.3% | +7.8% | +16.5% | +15.3% |
| 30D | +37.3% | -12.2% | +49.5% | +58.2% |
| 3M | -32.8% | -20.6% | -12.2% | -12.2% |
| 6M | +36.9% | +180.9% | -144.0% | -32.8% |
| YTD | +162.6% | +162.3% | +0.3% | +35.7% |
| 1Y | +467.0% | +107.3% | +359.8% | +211.1% |
| All | +467.0% | +106.3% | +360.8% | +211.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling