+56.9%
KORU vs PPG
-24.1%
+81.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.4% | +8.5% | +8.4% |
| 7D | -1.7% | -6.2% | +4.5% | +7.7% |
| 30D | +13.5% | -7.9% | +21.5% | +28.2% |
| 3M | -45.2% | -10.2% | -35.0% | -35.7% |
| 6M | +17.1% | +2.7% | +14.5% | +21.5% |
| YTD | +154.1% | +4.9% | +149.3% | +159.2% |
| 1Y | +375.7% | -3.2% | +378.9% | +426.5% |
| 3Y | +474.0% | -17.0% | +491.0% | +692.9% |
| All | +56.9% | -24.1% | +81.0% | +128.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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