+31.4%
KORU vs VCLT
+41.6%
-10.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +24.3% | +0.3% | +24.0% | +23.7% |
| 30D | +37.3% | -0.6% | +37.9% | +38.6% |
| 3M | -32.8% | -2.2% | -30.5% | -29.4% |
| 6M | +36.9% | -2.9% | +39.8% | +50.7% |
| YTD | +162.6% | -2.1% | +164.7% | +186.7% |
| 1Y | +467.0% | -2.6% | +469.6% | +524.2% |
| 3Y | +522.4% | +12.5% | +509.9% | +482.7% |
| 5Y | +57.9% | -15.3% | +73.2% | +107.9% |
| 10Y | +70.8% | +16.6% | +54.1% | +80.6% |
| All | +31.4% | +41.6% | -10.3% | +17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling