+502.1%
KORU vs PWR
+203.1%
+299.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +4.0% |
| 7D | +20.1% | +2.7% | +17.4% | +16.1% |
| 30D | +47.5% | -5.1% | +52.6% | +59.0% |
| 3M | -30.1% | -9.4% | -20.7% | -10.2% |
| 6M | +20.1% | +10.4% | +9.7% | +34.9% |
| YTD | +166.6% | +48.6% | +117.9% | +138.5% |
| 1Y | +458.9% | +68.0% | +390.9% | +356.1% |
| All | +502.1% | +203.1% | +299.1% | +207.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling