+963.0%
KORU vs VG
-39.3%
+1,002.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.4% | +13.9% | +13.4% |
| 7D | +13.0% | +1.7% | +11.3% | +13.2% |
| 30D | +27.3% | +16.0% | +11.3% | +29.5% |
| 3M | -55.3% | +9.7% | -65.0% | -54.2% |
| 6M | +11.6% | +29.6% | -18.0% | +6.8% |
| YTD | +158.5% | +112.0% | +46.5% | +116.4% |
| 1Y | +482.2% | +12.8% | +469.4% | +461.9% |
| All | +963.0% | -39.3% | +1,002.4% | +937.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling