-78.7%
KORU vs PEP
-3.5%
-75.2%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.8% | -9.5% |
| 7D | +24.3% | -0.3% | +24.7% | +22.5% |
| 30D | -44.8% | +11.8% | -56.6% | -8.2% |
| 3M | -60.0% | +3.7% | -63.7% | -54.2% |
| 6M | -78.7% | -4.3% | -74.3% | -81.7% |
| All | -78.7% | -3.5% | -75.2% | -81.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling