+136.2%
KORU vs VST
+295.7%
-159.6%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -4.7% |
| 7D | +11.1% | +6.6% | +4.6% | +7.1% |
| 30D | -40.6% | -12.4% | -28.2% | -34.0% |
| 3M | -63.9% | -9.0% | -54.9% | -60.3% |
| 6M | -82.8% | -6.4% | -76.4% | -80.1% |
| YTD | -15.4% | -17.2% | +1.8% | +5.6% |
| 1Y | -3.3% | -22.0% | +18.8% | +22.9% |
| 3Y | +136.2% | +296.7% | -160.5% | +53.1% |
| All | +136.2% | +295.7% | -159.6% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling