+0.7%
PFE vs KORU
+518.0%
-517.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +13.4% | -14.7% | -1.5% |
| 7D | +1.8% | +13.0% | -11.2% | +1.5% |
| 30D | +10.2% | +27.3% | -17.0% | +9.6% |
| 3M | +12.7% | -55.3% | +68.0% | +13.3% |
| 6M | +10.5% | +11.6% | -1.1% | +5.0% |
| YTD | +20.2% | +158.5% | -138.4% | +7.7% |
| 1Y | +24.1% | +482.2% | -458.1% | +5.0% |
| All | +0.7% | +518.0% | -517.4% | -18.1% |
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