-26.6%
KORU vs PTC
+62.1%
-88.7%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -0.2% | +18.7% | +18.6% |
| 7D | -18.1% | +0.5% | -18.6% | -18.3% |
| 30D | -45.7% | +0.9% | -46.6% | -45.9% |
| 3M | -51.6% | +30.4% | -82.0% | -60.0% |
| 6M | -82.6% | +34.4% | -117.0% | -86.7% |
| YTD | -5.9% | +12.6% | -18.5% | -17.5% |
| 1Y | +3.3% | +10.2% | -6.9% | -7.6% |
| 3Y | +154.5% | +29.4% | +125.1% | +71.5% |
| 5Y | -26.6% | +63.7% | -90.3% | -59.8% |
| All | -26.6% | +62.1% | -88.7% | -59.8% |
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