+31.4%
KORU vs VSH
+215.9%
-184.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.7% |
| 7D | +24.3% | +6.2% | +18.1% | +16.7% |
| 30D | +37.3% | -11.1% | +48.5% | +59.3% |
| 3M | -32.8% | -44.9% | +12.1% | +50.4% |
| 6M | +36.9% | +90.0% | -53.0% | -5.0% |
| YTD | +162.6% | +118.8% | +43.8% | +64.0% |
| 1Y | +467.0% | +109.0% | +358.1% | +272.5% |
| 3Y | +522.4% | +35.6% | +486.7% | +475.5% |
| 5Y | +57.9% | +66.7% | -8.8% | +20.3% |
| 10Y | +70.8% | +167.9% | -97.2% | -8.0% |
| All | +31.4% | +215.9% | -184.6% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VSH 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling