+474.0%
KORU vs VRSK
-26.5%
+500.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.2% | +8.8% | +9.1% |
| 7D | -1.7% | -5.2% | +3.5% | -4.9% |
| 30D | +13.5% | -2.3% | +15.9% | +12.6% |
| 3M | -45.2% | -2.9% | -42.3% | -44.7% |
| 6M | +17.1% | -12.8% | +29.9% | +20.9% |
| YTD | +154.1% | -20.8% | +175.0% | +156.7% |
| 1Y | +375.7% | -33.2% | +408.9% | +398.4% |
| 3Y | +474.0% | -26.6% | +500.6% | +457.3% |
| All | +474.0% | -26.5% | +500.5% | +457.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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