-61.9%
KORU vs VT
+288.2%
-350.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.6% | +5.0% |
| 7D | -35.0% | -2.3% | -32.7% | -25.7% |
| 30D | -65.5% | -5.0% | -60.6% | -55.5% |
| 3M | -58.9% | -4.9% | -54.0% | -44.8% |
| 6M | -83.5% | -1.5% | -82.0% | -75.2% |
| YTD | -23.9% | +8.5% | -32.4% | -0.8% |
| 1Y | -12.4% | +11.4% | -23.8% | +6.6% |
| 3Y | +82.1% | +70.1% | +12.0% | -25.9% |
| 5Y | -42.6% | +53.7% | -96.4% | -60.6% |
| 10Y | -37.4% | +220.0% | -257.4% | -90.8% |
| All | -61.9% | +288.2% | -350.2% | -96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling