-83.5%
KORU vs PR
+3.7%
-87.2%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.9% | +3.9% | +6.2% |
| 7D | -35.0% | -16.4% | -18.6% | -40.7% |
| 30D | -65.5% | -1.9% | -63.6% | -65.0% |
| 3M | -58.9% | +8.0% | -66.8% | -54.9% |
| 6M | -83.5% | +4.1% | -87.6% | -81.2% |
| All | -83.5% | +3.7% | -87.2% | -81.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling