-14.3%
KORU vs PPL
+65.2%
-79.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -1.0% | +19.4% | +19.3% |
| 7D | -18.1% | -1.0% | -17.2% | -17.9% |
| 30D | -45.7% | +3.0% | -48.8% | -48.3% |
| 3M | -51.6% | +1.1% | -52.7% | -53.2% |
| 6M | -82.6% | -0.8% | -81.9% | -83.6% |
| YTD | -5.9% | +3.5% | -9.4% | -14.9% |
| 1Y | +3.3% | -0.9% | +4.2% | -2.5% |
| 3Y | +154.5% | +54.2% | +100.3% | +42.4% |
| 5Y | -26.6% | +46.3% | -72.9% | -55.6% |
| 10Y | -14.3% | +65.0% | -79.3% | -55.3% |
| All | -14.3% | +65.2% | -79.5% | -55.3% |
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