+161.2%
PANW vs KORU
+478.8%
-317.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +9.0% | -11.3% | -2.9% |
| 7D | -0.8% | -1.7% | +0.9% | -0.8% |
| 30D | -14.6% | +13.5% | -28.1% | -15.8% |
| 3M | +18.3% | -45.2% | +63.5% | +18.8% |
| 6M | +100.5% | +17.1% | +83.3% | +81.7% |
| YTD | +79.5% | +154.1% | -74.6% | +43.7% |
| 1Y | +66.7% | +375.7% | -309.0% | +21.2% |
| 3Y | +161.2% | +474.0% | -312.8% | +76.6% |
| All | +161.2% | +478.8% | -317.5% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KORU.
Daily Out/Under-Performance
Portfolio return minus KORU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KORU 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 KORU 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