+27.1%
KORU vs VIVK
-100.0%
+127.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -7.4% | +16.4% | +9.0% |
| 7D | -1.7% | -4.4% | +2.7% | -1.7% |
| 30D | +13.5% | -40.8% | +54.3% | +13.9% |
| 3M | -45.2% | -94.1% | +48.9% | -44.4% |
| 6M | +17.1% | -98.2% | +115.3% | +19.7% |
| YTD | +154.1% | -98.0% | +252.1% | +158.6% |
| 1Y | +375.7% | -100.0% | +475.6% | +393.7% |
| 3Y | +474.0% | -100.0% | +574.0% | +492.8% |
| 5Y | +60.4% | -100.0% | +160.4% | +65.6% |
| 10Y | +82.6% | -100.0% | +182.6% | +87.5% |
| All | +27.1% | -100.0% | +127.1% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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