+82.9%
KORU vs PFG
+251.1%
-168.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.0% | +7.9% | +7.8% |
| 7D | -1.7% | -0.4% | -1.3% | -1.3% |
| 30D | +13.5% | +2.9% | +10.7% | +8.8% |
| 3M | -45.2% | +6.7% | -51.9% | -52.1% |
| 6M | +17.1% | +33.8% | -16.6% | -20.7% |
| YTD | +154.1% | +35.0% | +119.2% | +71.7% |
| 1Y | +375.7% | +46.4% | +329.3% | +190.2% |
| 3Y | +474.0% | +71.6% | +402.4% | +189.5% |
| 5Y | +60.4% | +113.7% | -53.3% | -34.4% |
| All | +82.9% | +251.1% | -168.1% | -56.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling