-16.2%
KORU vs VST
+1,153.0%
-1,169.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.8% | -5.7% | -5.5% |
| 7D | +24.3% | +19.2% | +5.2% | +9.9% |
| 30D | -44.8% | -17.2% | -27.7% | -35.3% |
| 3M | -60.0% | -8.1% | -51.9% | -56.0% |
| 6M | -78.7% | -8.1% | -70.5% | -74.9% |
| YTD | -10.6% | -16.3% | +5.7% | +14.5% |
| 1Y | -3.8% | -24.1% | +20.3% | +29.4% |
| 3Y | +142.0% | +300.2% | -158.2% | -24.1% |
| 5Y | -33.1% | +645.9% | -679.0% | -87.4% |
| All | -16.2% | +1,153.0% | -1,169.2% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 10y: compounded portfolio wealth divided by compounded VST 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…
10y analysis · Full analysis span regression · 6 months rolling