+16.6%
KORU vs PPG
+100.3%
-83.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.0% | -10.6% | -9.8% |
| 7D | +2.3% | -5.1% | +7.5% | +10.3% |
| 30D | +20.0% | -9.6% | +29.6% | +38.1% |
| 3M | -32.7% | -6.4% | -26.3% | -24.7% |
| 6M | +13.3% | +0.5% | +12.8% | +20.8% |
| YTD | +133.2% | +4.4% | +128.8% | +139.0% |
| 1Y | +357.3% | -0.9% | +358.2% | +390.8% |
| 3Y | +452.7% | -17.0% | +469.6% | +671.7% |
| 5Y | +47.2% | -23.7% | +70.9% | +135.1% |
| 10Y | +67.6% | +25.9% | +41.7% | +52.2% |
| All | +16.6% | +100.3% | -83.6% | -18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling