+67.7%
KORU vs PTC
-0.9%
+68.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.8% | +3.7% |
| 7D | +20.1% | -13.6% | +33.7% | +31.0% |
| 30D | +47.5% | -14.7% | +62.1% | +61.4% |
| 3M | -30.1% | -5.9% | -24.2% | -33.4% |
| 6M | +20.1% | -21.1% | +41.3% | +34.6% |
| YTD | +166.6% | -26.0% | +192.6% | +207.9% |
| 1Y | +458.9% | -36.8% | +495.8% | +671.8% |
| 3Y | +531.8% | -10.3% | +542.0% | +434.6% |
| 5Y | +67.7% | +1.2% | +66.5% | +23.8% |
| All | +67.7% | -0.9% | +68.6% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling