+474.0%
KORU vs PFGC
+58.8%
+415.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.4% | +9.4% | +9.3% |
| 7D | -1.7% | -4.8% | +3.1% | +1.7% |
| 30D | +13.5% | -12.5% | +26.1% | +24.1% |
| 3M | -45.2% | -9.7% | -35.5% | -44.9% |
| 6M | +17.1% | +7.0% | +10.1% | +0.8% |
| YTD | +154.1% | +4.5% | +149.7% | +128.2% |
| 1Y | +375.7% | -11.6% | +387.3% | +376.9% |
| 3Y | +474.0% | +58.5% | +415.5% | +240.3% |
| All | +474.0% | +58.8% | +415.2% | +240.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling