+164.6%
PG vs KORU
+19.9%
+144.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -12.5% | +12.8% | +0.8% |
| 7D | -2.7% | +2.3% | -5.0% | -2.9% |
| 30D | -1.5% | +20.0% | -21.6% | -2.7% |
| 3M | -3.4% | -32.7% | +29.4% | -4.4% |
| 6M | -7.0% | +13.3% | -20.3% | -14.2% |
| YTD | +2.0% | +133.2% | -131.2% | -11.3% |
| 1Y | -6.5% | +357.3% | -363.7% | -23.1% |
| 3Y | +1.2% | +452.7% | -451.5% | -21.0% |
| 5Y | +12.8% | +47.2% | -34.4% | -5.7% |
| 10Y | +117.7% | +67.6% | +50.1% | +59.1% |
| All | +164.6% | +19.9% | +144.7% | +88.5% |
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