+17.0%
PG vs KORU
+20.3%
-3.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.3% | +8.5% | +3.1% |
| 7D | +5.7% | -24.3% | +30.0% | +5.1% |
| 30D | +15.4% | -54.2% | +69.6% | +14.0% |
| 3M | +13.8% | -45.4% | +59.2% | +13.1% |
| 6M | +18.3% | -66.5% | +84.8% | +15.2% |
| YTD | +20.1% | +14.9% | +5.2% | +25.5% |
| 1Y | +17.0% | +22.5% | -5.5% | +23.9% |
| All | +17.0% | +20.3% | -3.4% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling