+68.3%
KORU vs PFG
+107.2%
-38.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +2.5% |
| 7D | +20.1% | +3.2% | +16.9% | +15.2% |
| 30D | +47.5% | +0.9% | +46.5% | +44.5% |
| 3M | -30.1% | +7.7% | -37.8% | -39.8% |
| 6M | +20.1% | +29.0% | -8.8% | -16.4% |
| YTD | +166.6% | +32.5% | +134.1% | +81.2% |
| 1Y | +458.9% | +47.3% | +411.6% | +232.5% |
| 3Y | +531.8% | +68.2% | +463.5% | +211.2% |
| All | +68.3% | +107.2% | -38.9% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling