-61.7%
KORU vs PENG
+661.7%
-723.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +9.3% | +2.0% | +5.5% |
| 7D | -25.8% | -3.8% | -22.1% | -21.0% |
| 30D | -56.9% | -40.1% | -16.8% | -37.9% |
| 3M | -55.7% | -21.8% | -33.9% | -45.2% |
| 6M | -83.7% | +3.3% | -87.0% | -80.8% |
| YTD | -15.3% | +133.6% | -148.9% | -33.7% |
| 1Y | +3.4% | +110.7% | -107.3% | -14.7% |
| 3Y | +133.8% | +204.3% | -70.5% | +49.3% |
| 5Y | -35.4% | +54.4% | -89.7% | -48.2% |
| All | -61.7% | +661.7% | -723.4% | -82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling