-47.4%
KORU vs VST
+968.1%
-1,015.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +10.6% | -4.7% | -1.7% |
| 7D | -35.0% | -9.8% | -25.2% | -29.1% |
| 30D | -65.5% | -25.1% | -40.4% | -56.6% |
| 3M | -58.9% | -11.6% | -47.3% | -53.6% |
| 6M | -83.5% | -20.9% | -62.6% | -78.6% |
| YTD | -23.9% | -22.3% | -1.6% | +2.3% |
| 1Y | -12.4% | -32.0% | +19.6% | +25.8% |
| 3Y | +82.1% | +262.4% | -180.3% | -37.9% |
| 5Y | -42.6% | +563.4% | -606.0% | -88.0% |
| 10Y | -37.4% | +1,120.7% | -1,158.1% | -90.3% |
| All | -47.4% | +968.1% | -1,015.5% | -91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling