+482.2%
KORU vs PFG
+51.4%
+430.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.5% | +15.0% | +14.0% |
| 7D | +13.0% | +5.5% | +7.5% | +10.4% |
| 30D | +27.3% | +2.4% | +24.9% | +25.7% |
| 3M | -55.3% | +13.6% | -68.9% | -62.3% |
| 6M | +11.6% | +27.9% | -16.3% | -21.5% |
| YTD | +158.5% | +35.6% | +123.0% | +78.1% |
| 1Y | +482.2% | +48.5% | +433.7% | +312.3% |
| All | +482.2% | +51.4% | +430.8% | +312.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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