+82.9%
KORU vs VIAV
+419.4%
-336.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.6% | +5.4% | +5.8% |
| 7D | -1.7% | +11.2% | -12.9% | -10.7% |
| 30D | +13.5% | -10.1% | +23.6% | +26.5% |
| 3M | -45.2% | -22.9% | -22.3% | -25.7% |
| 6M | +17.1% | +28.8% | -11.7% | +13.2% |
| YTD | +154.1% | +117.5% | +36.7% | +57.5% |
| 1Y | +375.7% | +216.1% | +159.6% | +111.0% |
| 3Y | +474.0% | +292.2% | +181.8% | +90.6% |
| 5Y | +60.4% | +141.0% | -80.6% | -16.8% |
| All | +82.9% | +419.4% | -336.5% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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