+82.9%
KORU vs VCLT
+17.1%
+65.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | 0.0% | +8.9% | +8.9% |
| 7D | -1.7% | -1.4% | -0.3% | +1.0% |
| 30D | +13.5% | -1.2% | +14.7% | +16.3% |
| 3M | -45.2% | -4.8% | -40.4% | -39.4% |
| 6M | +17.1% | -2.6% | +19.7% | +30.8% |
| YTD | +154.1% | -3.3% | +157.5% | +189.0% |
| 1Y | +375.7% | -4.8% | +380.5% | +454.3% |
| 3Y | +474.0% | +11.5% | +462.5% | +437.2% |
| 5Y | +60.4% | -17.0% | +77.4% | +135.8% |
| All | +82.9% | +17.1% | +65.8% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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