+47.5%
KORU vs VST
+761.6%
-714.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +3.5% | +9.9% | +11.1% |
| 7D | +13.0% | +8.9% | +4.1% | +7.1% |
| 30D | +27.3% | +6.2% | +21.1% | +23.5% |
| 3M | -55.3% | -2.7% | -52.6% | -51.4% |
| 6M | +11.6% | -8.4% | +20.0% | +27.5% |
| YTD | +158.5% | -7.2% | +165.7% | +195.4% |
| 1Y | +482.2% | -20.9% | +503.1% | +615.5% |
| 3Y | +471.9% | +384.0% | +87.9% | +75.6% |
| All | +47.5% | +761.6% | -714.1% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling