+482.2%
KORU vs PFGC
-5.1%
+487.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.5% | +14.0% | +13.7% |
| 7D | +13.0% | -2.2% | +15.2% | +14.1% |
| 30D | +27.3% | -11.9% | +39.2% | +34.0% |
| 3M | -55.3% | +5.0% | -60.3% | -63.5% |
| 6M | +11.6% | +8.6% | +3.0% | -12.4% |
| YTD | +158.5% | +9.7% | +148.9% | +118.7% |
| 1Y | +482.2% | -6.3% | +488.4% | +345.6% |
| All | +482.2% | -5.1% | +487.3% | +345.6% |
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