+426.7%
KORU vs PFG
+68.8%
+358.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +0.8% | -13.3% | -13.2% |
| 7D | +2.3% | -3.0% | +5.3% | +4.7% |
| 30D | +20.0% | +2.5% | +17.5% | +16.4% |
| 3M | -32.7% | +6.1% | -38.8% | -39.6% |
| 6M | +13.3% | +31.3% | -18.0% | -20.6% |
| YTD | +133.2% | +33.6% | +99.7% | +62.3% |
| 1Y | +357.3% | +48.5% | +308.7% | +183.7% |
| All | +426.7% | +68.8% | +358.0% | +170.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling