+67.9%
KORU vs PTC
+200.2%
-132.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.1% | -12.4% | -12.4% |
| 7D | +2.3% | -14.2% | +16.6% | +15.2% |
| 30D | +20.0% | -14.4% | +34.4% | +34.5% |
| 3M | -32.7% | -4.7% | -28.0% | -38.2% |
| 6M | +13.3% | -19.3% | +32.6% | +21.3% |
| YTD | +133.2% | -26.1% | +159.3% | +163.1% |
| 1Y | +357.3% | -37.1% | +394.3% | +512.2% |
| 3Y | +452.7% | -10.4% | +463.0% | +391.3% |
| 5Y | +47.2% | +2.5% | +44.7% | +19.4% |
| All | +67.9% | +200.2% | -132.3% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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