+267.8%
KORU vs VG
-44.1%
+311.9%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.7% | -9.7% | -4.6% |
| 7D | +24.3% | +15.1% | +9.2% | +25.5% |
| 30D | -44.8% | -4.2% | -40.6% | -45.3% |
| 3M | -60.0% | -3.1% | -56.9% | -60.1% |
| 6M | -78.7% | +0.3% | -79.0% | -78.4% |
| YTD | -10.6% | +95.5% | -106.0% | -25.8% |
| 1Y | -3.8% | +64.4% | -68.2% | -17.0% |
| All | +267.8% | -44.1% | +311.9% | +255.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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