+29.3%
KORU vs VSH
+219.2%
-189.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +4.4% | +9.0% | +8.5% |
| 7D | +13.0% | +4.1% | +8.9% | +8.7% |
| 30D | +27.3% | -4.2% | +31.4% | +35.4% |
| 3M | -55.3% | -50.0% | -5.3% | +17.0% |
| 6M | +11.6% | +80.2% | -68.6% | -18.0% |
| YTD | +158.5% | +121.1% | +37.5% | +59.6% |
| 1Y | +482.2% | +112.0% | +370.2% | +276.6% |
| 3Y | +471.9% | +22.5% | +449.4% | +488.3% |
| 5Y | +41.1% | +64.0% | -22.9% | +9.4% |
| 10Y | +80.2% | +170.4% | -90.2% | -4.0% |
| All | +29.3% | +219.2% | -189.9% | -41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling