+375.7%
KORU vs PFGC
-10.1%
+385.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.4% | +9.4% | +9.2% |
| 7D | -1.7% | -4.8% | +3.1% | +0.6% |
| 30D | +13.5% | -12.5% | +26.1% | +20.6% |
| 3M | -45.2% | -9.7% | -35.5% | -47.6% |
| 6M | +17.1% | +7.0% | +10.1% | -8.3% |
| YTD | +154.1% | +4.5% | +149.7% | +120.0% |
| 1Y | +375.7% | -11.6% | +387.3% | +260.4% |
| All | +375.7% | -10.1% | +385.7% | +260.4% |
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