+493.2%
KORU vs PEP
-12.7%
+505.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.9% |
| 7D | +24.3% | +0.1% | +24.2% | +24.4% |
| 30D | +37.3% | +0.7% | +36.7% | +38.1% |
| 3M | -32.8% | -0.5% | -32.3% | -31.4% |
| 6M | +36.9% | -11.3% | +48.2% | +41.6% |
| YTD | +162.6% | -0.6% | +163.2% | +169.3% |
| 1Y | +467.0% | +1.7% | +465.4% | +474.8% |
| All | +493.2% | -12.7% | +505.9% | +498.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling