-21.4%
PFE vs KORU
+66.4%
-87.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | -4.3% | +20.1% | -24.4% | -4.7% |
| 30D | +2.7% | +47.5% | -44.8% | +1.5% |
| 3M | +10.0% | -30.1% | +40.0% | +9.4% |
| 6M | +7.2% | +20.1% | -13.0% | +0.9% |
| YTD | +17.3% | +166.6% | -149.3% | +4.3% |
| 1Y | +20.3% | +458.9% | -438.6% | +1.6% |
| 3Y | -1.6% | +531.8% | -533.4% | -20.0% |
| 5Y | -21.4% | +67.7% | -89.0% | -37.0% |
| All | -21.4% | +66.4% | -87.8% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling