+502.1%
KORU vs PTC
-10.6%
+512.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.8% | +2.2% |
| 7D | +20.1% | -13.6% | +33.7% | +23.6% |
| 30D | +47.5% | -14.7% | +62.1% | +52.1% |
| 3M | -30.1% | -5.9% | -24.2% | -30.3% |
| 6M | +20.1% | -21.1% | +41.3% | +35.9% |
| YTD | +166.6% | -26.0% | +192.6% | +211.0% |
| 1Y | +458.9% | -36.8% | +495.8% | +659.9% |
| All | +502.1% | -10.6% | +512.7% | +316.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling