+375.7%
KORU vs PFG
+49.5%
+326.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.0% | +7.9% | +8.6% |
| 7D | -1.7% | -0.4% | -1.3% | -1.6% |
| 30D | +13.5% | +2.9% | +10.7% | +11.9% |
| 3M | -45.2% | +6.7% | -51.9% | -48.8% |
| 6M | +17.1% | +33.8% | -16.6% | -21.3% |
| YTD | +154.1% | +35.0% | +119.2% | +74.4% |
| 1Y | +375.7% | +46.4% | +329.3% | +236.3% |
| All | +375.7% | +49.5% | +326.2% | +236.3% |
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