+979.8%
KORU vs VG
-38.0%
+1,017.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.6% | +1.8% |
| 7D | +24.3% | -2.5% | +26.8% | +24.0% |
| 30D | +37.3% | +11.1% | +26.2% | +39.1% |
| 3M | -32.8% | +14.9% | -47.7% | -30.9% |
| 6M | +36.9% | +18.4% | +18.6% | +35.1% |
| YTD | +162.6% | +116.6% | +46.0% | +120.3% |
| 1Y | +467.0% | +9.4% | +457.7% | +455.2% |
| All | +979.8% | -38.0% | +1,017.8% | +956.1% |
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