+70.8%
KORU vs PR
+101.2%
-30.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.3% | +1.3% |
| 7D | +24.3% | -0.6% | +24.9% | +24.4% |
| 30D | +37.3% | +17.4% | +20.0% | +32.9% |
| 3M | -32.8% | +21.8% | -54.5% | -36.0% |
| 6M | +36.9% | +27.6% | +9.3% | +28.2% |
| YTD | +162.6% | +71.4% | +91.2% | +131.9% |
| 1Y | +467.0% | +78.3% | +388.7% | +395.2% |
| 3Y | +522.4% | +85.5% | +436.9% | +435.6% |
| 5Y | +57.9% | +422.7% | -364.8% | +11.5% |
| 10Y | +70.8% | +87.1% | -16.4% | +55.7% |
| All | +70.8% | +101.2% | -30.4% | +55.7% |
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