+426.7%
KORU vs PSKY
-20.6%
+447.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +1.6% | -14.1% | -12.9% |
| 7D | +2.3% | -6.0% | +8.3% | +3.6% |
| 30D | +20.0% | +10.7% | +9.4% | +17.1% |
| 3M | -32.7% | +1.2% | -33.9% | -33.2% |
| 6M | +13.3% | +1.5% | +11.8% | +13.4% |
| YTD | +133.2% | -21.8% | +155.0% | +146.4% |
| 1Y | +357.3% | -30.2% | +387.4% | +389.8% |
| All | +426.7% | -20.6% | +447.4% | +362.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling