+31.4%
KORU vs PFG
+440.5%
-409.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +3.1% |
| 7D | +24.3% | +6.0% | +18.3% | +15.8% |
| 30D | +37.3% | +2.2% | +35.1% | +32.7% |
| 3M | -32.8% | +10.4% | -43.2% | -43.5% |
| 6M | +36.9% | +27.8% | +9.1% | -2.1% |
| YTD | +162.6% | +33.6% | +129.0% | +80.6% |
| 1Y | +467.0% | +49.3% | +417.7% | +241.1% |
| 3Y | +522.4% | +69.7% | +452.6% | +221.9% |
| 5Y | +57.9% | +111.3% | -53.5% | -33.5% |
| 10Y | +70.8% | +240.3% | -169.5% | -57.0% |
| All | +31.4% | +440.5% | -409.1% | -79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling