+68.3%
KORU vs VFC
-79.1%
+147.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +2.6% |
| 7D | +20.1% | -2.3% | +22.4% | +21.6% |
| 30D | +47.5% | -13.4% | +60.8% | +57.9% |
| 3M | -30.1% | -23.7% | -6.4% | -20.5% |
| 6M | +20.1% | -24.5% | +44.6% | +39.4% |
| YTD | +166.6% | -27.8% | +194.4% | +215.6% |
| 1Y | +458.9% | -13.5% | +472.4% | +498.3% |
| 3Y | +531.8% | -27.1% | +558.9% | +513.7% |
| All | +68.3% | -79.1% | +147.4% | +378.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling