+47.2%
KORU vs VSH
+64.5%
-17.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.9% | -11.6% | -11.4% |
| 7D | +2.3% | +3.1% | -0.8% | -0.8% |
| 30D | +20.0% | -5.7% | +25.7% | +31.2% |
| 3M | -32.7% | -42.5% | +9.7% | +47.8% |
| 6M | +13.3% | +82.7% | -69.4% | -13.0% |
| YTD | +133.2% | +118.2% | +15.0% | +57.4% |
| 1Y | +357.3% | +109.7% | +247.6% | +222.5% |
| 3Y | +452.7% | +35.3% | +417.4% | +476.8% |
| 5Y | +47.2% | +65.6% | -18.4% | +17.8% |
| All | +47.2% | +64.5% | -17.3% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling