+112.3%
KORU vs PR
+169.5%
-57.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.6% | +15.0% | +13.7% |
| 7D | +13.0% | +2.9% | +10.1% | +12.3% |
| 30D | +27.3% | +18.0% | +9.2% | +23.0% |
| 3M | -55.3% | +16.9% | -72.1% | -56.7% |
| 6M | +11.6% | +28.2% | -16.6% | +4.4% |
| YTD | +158.5% | +69.3% | +89.2% | +129.1% |
| 1Y | +482.2% | +69.5% | +412.7% | +414.0% |
| 3Y | +471.9% | +81.7% | +390.2% | +394.7% |
| 5Y | +41.1% | +422.2% | -381.1% | 0.0% |
| 10Y | +80.2% | +110.4% | -30.2% | +62.8% |
| All | +112.3% | +169.5% | -57.1% | +93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling