-55.3%
KORU vs PEP
+169.7%
-224.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.8% | -4.0% |
| 7D | +24.3% | -0.3% | +24.7% | +24.6% |
| 30D | -44.8% | +11.8% | -56.6% | -50.5% |
| 3M | -60.0% | +3.7% | -63.7% | -62.4% |
| 6M | -78.7% | -4.3% | -74.3% | -80.0% |
| YTD | -10.6% | +2.1% | -12.7% | -22.2% |
| 1Y | -3.8% | +2.5% | -6.3% | -16.9% |
| 3Y | +142.0% | -5.0% | +147.0% | +108.9% |
| 5Y | -33.1% | +2.9% | -35.9% | -48.2% |
| 10Y | -18.5% | +87.9% | -106.4% | -68.2% |
| All | -55.3% | +169.7% | -224.9% | -88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling