+47.5%
KORU vs PR
+433.6%
-386.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.6% | +15.0% | +14.0% |
| 7D | +13.0% | +2.9% | +10.1% | +11.6% |
| 30D | +27.3% | +18.0% | +9.2% | +19.1% |
| 3M | -55.3% | +16.9% | -72.1% | -58.1% |
| 6M | +11.6% | +28.2% | -16.6% | -2.9% |
| YTD | +158.5% | +69.3% | +89.2% | +99.9% |
| 1Y | +482.2% | +69.5% | +412.7% | +346.2% |
| 3Y | +471.9% | +81.7% | +390.2% | +310.4% |
| All | +47.5% | +433.6% | -386.1% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling