+1,706.1%
PLTR vs KORU
+4.0%
+1,702.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +0.5% |
| 7D | +10.7% | +24.3% | -13.6% | +5.8% |
| 30D | -17.8% | -44.8% | +27.1% | -10.5% |
| 3M | +0.3% | -60.0% | +60.4% | +11.5% |
| 6M | +26.2% | -78.7% | +104.8% | +33.7% |
| YTD | -3.5% | -10.6% | +7.1% | -42.7% |
| 1Y | -6.8% | -3.8% | -3.0% | -46.4% |
| 3Y | +772.3% | +142.0% | +630.3% | +226.4% |
| 5Y | +651.6% | -33.1% | +684.6% | +268.1% |
| All | +1,706.1% | +4.0% | +1,702.1% | +737.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling