+56.9%
KORU vs VCLT
-17.2%
+74.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | 0.0% | +8.9% | +8.9% |
| 7D | -1.7% | -1.4% | -0.3% | +1.4% |
| 30D | +13.5% | -1.2% | +14.7% | +16.6% |
| 3M | -45.2% | -4.8% | -40.4% | -38.6% |
| 6M | +17.1% | -2.6% | +19.7% | +32.4% |
| YTD | +154.1% | -3.3% | +157.5% | +192.7% |
| 1Y | +375.7% | -4.8% | +380.5% | +461.7% |
| 3Y | +474.0% | +11.5% | +462.5% | +447.3% |
| All | +56.9% | -17.2% | +74.2% | +84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling