-41.5%
KORU vs VT
+215.5%
-257.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.6% | +5.0% |
| 7D | -35.0% | -2.3% | -32.7% | -25.3% |
| 30D | -65.5% | -5.0% | -60.6% | -55.1% |
| 3M | -58.9% | -4.9% | -54.0% | -44.1% |
| 6M | -83.5% | -1.5% | -82.0% | -74.8% |
| YTD | -23.9% | +8.5% | -32.4% | 0.0% |
| 1Y | -12.4% | +11.4% | -23.8% | +7.2% |
| 3Y | +82.1% | +70.1% | +12.0% | -28.0% |
| 5Y | -42.6% | +53.7% | -96.4% | -61.3% |
| All | -41.5% | +215.5% | -257.0% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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