+67.9%
KORU vs PWR
+2,415.0%
-2,347.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.3% | -11.2% | -11.0% |
| 7D | +2.3% | -0.2% | +2.5% | +2.8% |
| 30D | +20.0% | -7.7% | +27.7% | +32.8% |
| 3M | -32.7% | -4.9% | -27.8% | -18.6% |
| 6M | +13.3% | +9.7% | +3.6% | +25.8% |
| YTD | +133.2% | +46.7% | +86.5% | +98.1% |
| 1Y | +357.3% | +58.7% | +298.6% | +258.6% |
| 3Y | +452.7% | +200.7% | +251.9% | +108.9% |
| 5Y | +47.2% | +438.6% | -391.3% | -72.2% |
| All | +67.9% | +2,415.0% | -2,347.1% | -94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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