-20.7%
KORU vs PWR
+1,844.4%
-1,865.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -4.6% |
| 7D | +11.1% | +11.3% | -0.2% | -1.5% |
| 30D | -40.6% | -8.9% | -31.7% | -29.6% |
| 3M | -63.9% | -10.5% | -53.4% | -55.4% |
| 6M | -82.8% | -22.2% | -60.6% | -71.4% |
| YTD | -15.4% | +42.7% | -58.1% | -20.2% |
| 1Y | -3.3% | +41.1% | -44.4% | -8.1% |
| 3Y | +136.2% | +242.7% | -106.6% | -16.1% |
| 5Y | -36.7% | +418.5% | -455.2% | -86.8% |
| All | -20.7% | +1,844.4% | -1,865.2% | -96.7% |
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