+56.9%
KORU vs LVS
+8.6%
+48.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.5% | +8.4% | +8.6% |
| 7D | -1.7% | -3.5% | +1.8% | +1.0% |
| 30D | +13.5% | -6.2% | +19.8% | +18.5% |
| 3M | -45.2% | -14.8% | -30.4% | -39.3% |
| 6M | +17.1% | -20.9% | +38.0% | +40.5% |
| YTD | +154.1% | -33.0% | +187.2% | +239.2% |
| 1Y | +375.7% | -20.0% | +395.7% | +450.4% |
| 3Y | +474.0% | -6.9% | +480.9% | +473.2% |
| All | +56.9% | +8.6% | +48.3% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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