+82.9%
KORU vs PGR
+825.1%
-742.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.7% | +8.3% | +8.7% |
| 7D | -1.7% | -0.6% | -1.1% | -1.5% |
| 30D | +13.5% | +4.9% | +8.6% | +10.6% |
| 3M | -45.2% | +7.6% | -52.8% | -49.8% |
| 6M | +17.1% | +8.3% | +8.9% | +1.6% |
| YTD | +154.1% | +1.7% | +152.4% | +128.1% |
| 1Y | +375.7% | -6.8% | +382.5% | +343.6% |
| 3Y | +474.0% | +73.4% | +400.6% | +195.3% |
| 5Y | +60.4% | +161.2% | -100.8% | -51.2% |
| All | +82.9% | +825.1% | -742.2% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 10y: compounded portfolio wealth divided by compounded PGR 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…
10y analysis · Full analysis span regression · 6 months rolling