+426.7%
KORU vs VCLT
+11.3%
+415.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.2% | -11.4% | -9.1% |
| 7D | +2.3% | -1.3% | +3.6% | +6.7% |
| 30D | +20.0% | -1.1% | +21.1% | +24.5% |
| 3M | -32.7% | -3.7% | -29.0% | -23.0% |
| 6M | +13.3% | -4.0% | +17.3% | +37.9% |
| YTD | +133.2% | -3.4% | +136.6% | +182.7% |
| 1Y | +357.3% | -4.1% | +361.4% | +462.8% |
| All | +426.7% | +11.3% | +415.4% | +393.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling