-3.3%
KORU vs PEP
+5.0%
-8.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.2% | -7.7% | -0.9% |
| 7D | +11.1% | +2.9% | +8.2% | +17.9% |
| 30D | -40.6% | +12.5% | -53.1% | -22.3% |
| 3M | -63.9% | +4.5% | -68.4% | -58.2% |
| 6M | -82.8% | -0.5% | -82.3% | -78.6% |
| YTD | -15.4% | +4.4% | -19.8% | +20.2% |
| 1Y | -3.3% | +4.4% | -7.6% | +35.5% |
| All | -3.3% | +5.0% | -8.3% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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