+162.6%
KORU vs PWR
+250.5%
-87.9%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +4.3% | +14.2% | +12.5% |
| 7D | -18.1% | +4.7% | -22.9% | -18.0% |
| 30D | -45.7% | -12.5% | -33.2% | -30.6% |
| 3M | -51.6% | -9.3% | -42.3% | -40.0% |
| 6M | -82.6% | -22.2% | -60.5% | -70.3% |
| YTD | -5.9% | +44.2% | -50.1% | -6.0% |
| 1Y | +3.3% | +35.5% | -32.3% | +8.5% |
| All | +162.6% | +250.5% | -87.9% | +10.5% |
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 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