+31.4%
KORU vs VMC
+475.2%
-443.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +3.1% |
| 7D | +24.3% | -0.5% | +24.8% | +25.0% |
| 30D | +37.3% | -9.1% | +46.4% | +50.0% |
| 3M | -32.8% | -4.1% | -28.6% | -30.4% |
| 6M | +36.9% | -5.5% | +42.4% | +46.6% |
| YTD | +162.6% | -8.9% | +171.5% | +192.5% |
| 1Y | +467.0% | -12.9% | +480.0% | +552.3% |
| 3Y | +522.4% | +22.1% | +500.2% | +434.1% |
| 5Y | +57.9% | +52.7% | +5.1% | +15.2% |
| 10Y | +70.8% | +152.7% | -82.0% | -17.4% |
| All | +31.4% | +475.2% | -443.8% | -65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling