+22.5%
KORU vs PFGC
+12.5%
+10.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +13.5% | -18.8% | -8.2% |
| 7D | -24.3% | +13.9% | -38.2% | -27.1% |
| 30D | -54.2% | +18.4% | -72.6% | -57.2% |
| 3M | -45.4% | -2.5% | -42.9% | -43.7% |
| 6M | -66.5% | +26.0% | -92.5% | -76.6% |
| YTD | +14.9% | +21.9% | -7.0% | -7.3% |
| 1Y | +22.5% | +13.4% | +9.2% | -7.6% |
| All | +22.5% | +12.5% | +10.1% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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