-27.3%
KORU vs VT
+223.7%
-251.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.6% | +8.7% | +2.0% |
| 7D | -25.8% | +0.4% | -26.2% | -22.3% |
| 30D | -56.9% | -2.6% | -54.3% | -48.4% |
| 3M | -55.7% | -3.2% | -52.5% | -43.2% |
| 6M | -83.7% | +0.9% | -84.6% | -77.3% |
| YTD | -15.3% | +11.3% | -26.6% | +2.0% |
| 1Y | +3.4% | +14.0% | -10.6% | +16.9% |
| 3Y | +133.8% | +75.8% | +57.9% | -17.4% |
| 5Y | -35.4% | +57.8% | -93.2% | -60.2% |
| 10Y | -27.3% | +219.8% | -247.1% | -91.6% |
| All | -27.3% | +223.7% | -251.0% | -91.6% |
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