+502.1%
KORU vs PYPL
-14.5%
+516.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +2.4% |
| 7D | +20.1% | -4.3% | +24.4% | +22.2% |
| 30D | +47.5% | -11.5% | +58.9% | +55.0% |
| 3M | -30.1% | +26.1% | -56.2% | -42.3% |
| 6M | +20.1% | +13.7% | +6.5% | +6.6% |
| YTD | +166.6% | -9.8% | +176.4% | +166.6% |
| 1Y | +458.9% | -22.1% | +481.0% | +517.5% |
| All | +502.1% | -14.5% | +516.7% | +455.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling