-34.7%
KORU vs PPL
+62.6%
-97.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.6% | +6.4% | +6.3% |
| 7D | -35.0% | +0.4% | -35.4% | -35.6% |
| 30D | -65.5% | +5.4% | -71.0% | -67.9% |
| 3M | -58.9% | +4.3% | -63.2% | -61.3% |
| 6M | -83.5% | -1.3% | -82.2% | -84.3% |
| YTD | -23.9% | +4.7% | -28.6% | -31.7% |
| 1Y | -12.4% | +1.3% | -13.7% | -18.8% |
| 3Y | +82.1% | +57.2% | +24.9% | -0.2% |
| 5Y | -42.6% | +48.2% | -90.9% | -65.7% |
| All | -34.7% | +62.6% | -97.3% | -66.5% |
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