+77.8%
PFE vs KORU
+32.9%
+44.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +13.4% | -14.7% | -2.0% |
| 7D | +1.8% | +13.0% | -11.2% | +0.9% |
| 30D | +10.2% | +27.3% | -17.0% | +8.0% |
| 3M | +12.7% | -55.3% | +68.0% | +13.4% |
| 6M | +10.5% | +11.6% | -1.1% | 0.0% |
| YTD | +20.2% | +158.5% | -138.4% | -0.1% |
| 1Y | +24.1% | +482.2% | -458.1% | -4.8% |
| 3Y | -3.6% | +471.9% | -475.5% | -29.0% |
| 5Y | -20.9% | +41.1% | -62.0% | -36.6% |
| 10Y | +35.8% | +80.2% | -44.3% | -7.1% |
| All | +77.8% | +32.9% | +44.9% | +18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling