+31.4%
KORU vs VFC
-52.8%
+84.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.4% | +2.8% |
| 7D | +24.3% | +0.8% | +23.5% | +23.8% |
| 30D | +37.3% | -11.9% | +49.3% | +48.9% |
| 3M | -32.8% | -20.2% | -12.6% | -23.0% |
| 6M | +36.9% | -23.0% | +59.9% | +63.7% |
| YTD | +162.6% | -26.2% | +188.8% | +221.9% |
| 1Y | +467.0% | -13.3% | +480.4% | +506.3% |
| 3Y | +522.4% | -25.5% | +547.8% | +427.7% |
| 5Y | +57.9% | -78.1% | +136.0% | +312.8% |
| 10Y | +70.8% | -68.8% | +139.5% | +244.9% |
| All | +31.4% | -52.8% | +84.2% | +69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling