+474.0%
KORU vs VTR
+132.9%
+341.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.5% | +9.5% | +9.0% |
| 7D | -1.7% | -0.3% | -1.4% | -1.7% |
| 30D | +13.5% | +1.1% | +12.4% | +13.4% |
| 3M | -45.2% | +7.9% | -53.1% | -47.9% |
| 6M | +17.1% | +6.2% | +11.0% | +11.5% |
| YTD | +154.1% | +17.7% | +136.4% | +127.3% |
| 1Y | +375.7% | +32.9% | +342.8% | +286.4% |
| 3Y | +474.0% | +129.7% | +344.3% | +171.4% |
| All | +474.0% | +132.9% | +341.1% | +171.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 3y: compounded portfolio wealth divided by compounded VTR 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…
3y analysis · Full analysis span regression · 6 months rolling