+482.2%
KORU vs VICR
+272.1%
+210.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +5.5% | +8.0% | +7.8% |
| 7D | +13.0% | +0.4% | +12.6% | +13.1% |
| 30D | +27.3% | -13.9% | +41.2% | +48.0% |
| 3M | -55.3% | -38.4% | -16.9% | -16.6% |
| 6M | +11.6% | -7.2% | +18.8% | +52.7% |
| YTD | +158.5% | +72.0% | +86.5% | +168.5% |
| 1Y | +482.2% | +263.3% | +218.9% | +356.3% |
| All | +482.2% | +272.1% | +210.0% | +356.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1y: compounded portfolio wealth divided by compounded VICR 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…
1y analysis · Full analysis span regression · 6 months rolling