+474.0%
KORU vs VICR
+209.3%
+264.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +11.2% | -2.2% | +0.7% |
| 7D | -1.7% | +5.0% | -6.7% | -5.2% |
| 30D | +13.5% | -12.5% | +26.0% | +25.1% |
| 3M | -45.2% | -33.6% | -11.6% | -20.8% |
| 6M | +17.1% | +10.7% | +6.5% | +39.9% |
| YTD | +154.1% | +80.6% | +73.6% | +147.2% |
| 1Y | +375.7% | +288.4% | +87.3% | +228.8% |
| 3Y | +474.0% | +213.8% | +260.2% | +279.9% |
| All | +474.0% | +209.3% | +264.7% | +279.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling