-20.7%
KORU vs PTC
+312.5%
-333.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.3% |
| 7D | +11.1% | +0.5% | +10.7% | +10.7% |
| 30D | -40.6% | +1.2% | -41.8% | -41.1% |
| 3M | -63.9% | +27.4% | -91.3% | -72.8% |
| 6M | -82.8% | +39.2% | -122.0% | -89.2% |
| YTD | -15.4% | +12.5% | -27.9% | -37.2% |
| 1Y | -3.3% | +12.3% | -15.5% | -28.3% |
| 3Y | +136.2% | +28.8% | +107.3% | +45.6% |
| 5Y | -36.7% | +60.9% | -97.6% | -67.1% |
| All | -20.7% | +312.5% | -333.2% | -80.2% |
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