+70.8%
KORU vs PPL
+55.2%
+15.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | +24.3% | +1.8% | +22.5% | +22.2% |
| 30D | +37.3% | -1.1% | +38.4% | +38.7% |
| 3M | -32.8% | 0.0% | -32.8% | -34.4% |
| 6M | +36.9% | -7.6% | +44.5% | +40.2% |
| YTD | +162.6% | +1.7% | +160.9% | +146.6% |
| 1Y | +467.0% | +1.5% | +465.5% | +427.9% |
| 3Y | +522.4% | +55.3% | +467.1% | +248.3% |
| 5Y | +57.9% | +37.7% | +20.2% | +3.2% |
| 10Y | +70.8% | +54.0% | +16.8% | -2.0% |
| All | +70.8% | +55.2% | +15.6% | -2.0% |
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