+82.9%
KORU vs VMC
+156.6%
-73.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.9% | +8.1% | +8.2% |
| 7D | -1.7% | -3.8% | +2.1% | +1.7% |
| 30D | +13.5% | -9.7% | +23.2% | +25.4% |
| 3M | -45.2% | -9.6% | -35.6% | -40.4% |
| 6M | +17.1% | -4.8% | +22.0% | +24.8% |
| YTD | +154.1% | -10.9% | +165.0% | +189.2% |
| 1Y | +375.7% | -15.6% | +391.3% | +464.4% |
| 3Y | +474.0% | +19.3% | +454.7% | +398.6% |
| 5Y | +60.4% | +48.0% | +12.4% | +18.4% |
| All | +82.9% | +156.6% | -73.7% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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