-42.9%
KORU vs VST
+561.4%
-604.4%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +10.6% | -4.7% | -1.4% |
| 7D | -35.0% | -9.8% | -25.2% | -29.4% |
| 30D | -65.5% | -25.1% | -40.4% | -57.1% |
| 3M | -58.9% | -11.6% | -47.3% | -53.8% |
| 6M | -83.5% | -20.9% | -62.6% | -78.9% |
| YTD | -23.9% | -22.3% | -1.6% | +0.4% |
| 1Y | -12.4% | -32.0% | +19.6% | +22.1% |
| 3Y | +82.1% | +262.4% | -180.3% | -32.2% |
| All | -42.9% | +561.4% | -604.4% | -88.9% |
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