-60.3%
KORU vs PPL
+120.6%
-180.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.1% | -6.3% | -6.3% |
| 7D | -34.5% | 0.0% | -34.5% | -34.9% |
| 30D | -59.6% | +4.3% | -63.9% | -61.9% |
| 3M | -56.1% | +2.9% | -59.0% | -58.2% |
| 6M | -84.7% | +1.1% | -85.8% | -85.8% |
| YTD | -20.6% | +4.5% | -25.0% | -28.6% |
| 1Y | -13.9% | +0.1% | -14.0% | -19.3% |
| 3Y | +114.9% | +55.7% | +59.2% | +20.8% |
| 5Y | -36.0% | +47.6% | -83.6% | -61.1% |
| 10Y | -27.8% | +66.8% | -94.7% | -60.8% |
| All | -60.3% | +120.6% | -180.8% | -83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling