+3.3%
KORU vs PR
+73.4%
-70.1%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +2.8% | +15.7% | +19.0% |
| 7D | -18.1% | -0.5% | -17.6% | -18.9% |
| 30D | -45.7% | -4.6% | -41.1% | -46.8% |
| 3M | -51.6% | +4.7% | -56.3% | -49.9% |
| 6M | -82.6% | +12.4% | -95.1% | -80.7% |
| YTD | -5.9% | +62.9% | -68.8% | -17.7% |
| 1Y | +3.3% | +70.6% | -67.3% | -8.9% |
| All | +3.3% | +73.4% | -70.1% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling