-27.3%
KORU vs PPL
+62.1%
-89.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -0.3% | +11.6% | +11.5% |
| 7D | -25.8% | -1.2% | -24.6% | -25.4% |
| 30D | -56.9% | +4.2% | -61.2% | -59.4% |
| 3M | -55.7% | +1.5% | -57.2% | -57.2% |
| 6M | -83.7% | +1.0% | -84.7% | -84.8% |
| YTD | -15.3% | +4.4% | -19.7% | -23.9% |
| 1Y | +3.4% | +0.8% | +2.6% | -3.7% |
| 3Y | +133.8% | +56.5% | +77.3% | +29.0% |
| 5Y | -35.4% | +47.7% | -83.0% | -61.2% |
| 10Y | -27.3% | +64.4% | -91.7% | -62.7% |
| All | -27.3% | +62.1% | -89.4% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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