+82.9%
KORU vs VFC
-69.1%
+152.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.4% | +4.6% | +6.1% |
| 7D | -1.7% | -1.4% | -0.3% | -0.6% |
| 30D | +13.5% | -9.0% | +22.5% | +20.7% |
| 3M | -45.2% | -24.2% | -21.0% | -35.7% |
| 6M | +17.1% | -18.5% | +35.6% | +35.3% |
| YTD | +154.1% | -25.9% | +180.0% | +210.2% |
| 1Y | +375.7% | -13.0% | +388.7% | +408.9% |
| 3Y | +474.0% | -20.3% | +494.3% | +365.1% |
| 5Y | +60.4% | -78.1% | +138.5% | +339.1% |
| All | +82.9% | -69.1% | +152.0% | +348.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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