+247.9%
KORU vs VG
-44.6%
+292.4%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.5% |
| 7D | +11.1% | +14.0% | -2.8% | +12.1% |
| 30D | -40.6% | -1.0% | -39.6% | -40.9% |
| 3M | -63.9% | -2.7% | -61.2% | -64.0% |
| 6M | -82.8% | +1.5% | -84.3% | -82.6% |
| YTD | -15.4% | +93.7% | -109.1% | -29.9% |
| 1Y | -3.3% | +68.5% | -71.8% | -17.3% |
| All | +247.9% | -44.6% | +292.4% | +236.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling