+47.2%
KORU vs PFGC
+105.5%
-58.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.3% | -11.2% | -11.5% |
| 7D | +2.3% | -4.8% | +7.2% | +6.4% |
| 30D | +20.0% | -17.2% | +37.2% | +37.5% |
| 3M | -32.7% | -6.3% | -26.4% | -32.9% |
| 6M | +13.3% | +8.8% | +4.5% | -0.8% |
| YTD | +133.2% | +4.9% | +128.3% | +114.2% |
| 1Y | +357.3% | -9.5% | +366.8% | +365.5% |
| 3Y | +452.7% | +59.6% | +393.1% | +240.7% |
| 5Y | +47.2% | +113.5% | -66.3% | -29.7% |
| All | +47.2% | +105.5% | -58.3% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling