+82.9%
KORU vs PYPL
+44.3%
+38.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.8% | +8.2% | +8.4% |
| 7D | -1.7% | -2.3% | +0.6% | -0.4% |
| 30D | +13.5% | -9.0% | +22.6% | +20.2% |
| 3M | -45.2% | +30.6% | -75.8% | -59.6% |
| 6M | +17.1% | +18.6% | -1.4% | -5.1% |
| YTD | +154.1% | -7.2% | +161.3% | +137.9% |
| 1Y | +375.7% | -19.3% | +394.9% | +395.2% |
| 3Y | +474.0% | -12.3% | +486.3% | +438.1% |
| 5Y | +60.4% | -80.9% | +141.3% | +460.2% |
| All | +82.9% | +44.3% | +38.7% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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