+16.9%
KORU vs PENG
+762.7%
-745.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +6.4% | +7.0% | +9.6% |
| 7D | +13.0% | +4.5% | +8.5% | +10.5% |
| 30D | +27.3% | -7.1% | +34.4% | +33.9% |
| 3M | -55.3% | -27.3% | -28.0% | -40.2% |
| 6M | +11.6% | +169.6% | -158.0% | -24.6% |
| YTD | +158.5% | +164.6% | -6.1% | +77.1% |
| 1Y | +482.2% | +109.5% | +372.7% | +347.4% |
| 3Y | +471.9% | +98.9% | +373.0% | +284.2% |
| 5Y | +41.1% | +116.3% | -75.1% | -11.1% |
| All | +16.9% | +762.7% | -745.8% | -52.9% |
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 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