+82.9%
KORU vs VICR
+1,679.8%
-1,596.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +11.2% | -2.2% | +2.7% |
| 7D | -1.7% | +5.0% | -6.7% | -4.3% |
| 30D | +13.5% | -12.5% | +26.0% | +22.5% |
| 3M | -45.2% | -33.6% | -11.6% | -26.4% |
| 6M | +17.1% | +10.7% | +6.5% | +34.8% |
| YTD | +154.1% | +80.6% | +73.6% | +137.8% |
| 1Y | +375.7% | +288.4% | +87.3% | +211.2% |
| 3Y | +474.0% | +213.8% | +260.2% | +267.4% |
| 5Y | +60.4% | +58.8% | +1.6% | +17.0% |
| All | +82.9% | +1,679.8% | -1,596.8% | -47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling