-34.7%
KORU vs PR
+68.5%
-103.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.9% | +3.9% | +5.4% |
| 7D | -35.0% | -16.4% | -18.6% | -32.3% |
| 30D | -65.5% | -1.9% | -63.6% | -65.3% |
| 3M | -58.9% | +8.0% | -66.8% | -59.6% |
| 6M | -83.5% | +4.1% | -87.6% | -83.8% |
| YTD | -23.9% | +58.7% | -82.6% | -31.8% |
| 1Y | -12.4% | +75.8% | -88.3% | -23.3% |
| 3Y | +82.1% | +73.2% | +8.9% | +59.4% |
| 5Y | -42.6% | +230.1% | -272.8% | -56.4% |
| All | -34.7% | +68.5% | -103.2% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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