+82.9%
KORU vs PSKY
-74.6%
+157.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.1% | +6.9% | +8.1% |
| 7D | -1.7% | -2.4% | +0.7% | -0.8% |
| 30D | +13.5% | +11.6% | +2.0% | +8.0% |
| 3M | -45.2% | +1.5% | -46.7% | -46.4% |
| 6M | +17.1% | +7.7% | +9.4% | +13.2% |
| YTD | +154.1% | -20.1% | +174.2% | +175.1% |
| 1Y | +375.7% | -38.3% | +414.0% | +465.3% |
| 3Y | +474.0% | -17.7% | +491.8% | +415.9% |
| 5Y | +60.4% | -69.9% | +130.3% | +128.1% |
| All | +82.9% | -74.6% | +157.5% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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