-16.2%
KORU vs PWR
+1,857.9%
-1,874.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.6% |
| 7D | +24.3% | +19.1% | +5.3% | +1.5% |
| 30D | -44.8% | -12.0% | -32.8% | -31.6% |
| 3M | -60.0% | -10.6% | -49.5% | -50.6% |
| 6M | -78.7% | -20.8% | -57.8% | -65.1% |
| YTD | -10.6% | +43.7% | -54.3% | -16.3% |
| 1Y | -3.8% | +35.0% | -38.8% | -4.5% |
| 3Y | +142.0% | +249.4% | -107.4% | -15.9% |
| 5Y | -33.1% | +422.1% | -455.2% | -86.1% |
| All | -16.2% | +1,857.9% | -1,874.0% | -96.5% |
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