+482.2%
KORU vs VUG
+15.8%
+466.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.5% | +13.9% | +16.2% |
| 7D | +13.0% | -0.1% | +13.1% | +13.4% |
| 30D | +27.3% | -0.3% | +27.6% | +31.2% |
| 3M | -55.3% | -0.7% | -54.6% | -40.5% |
| 6M | +11.6% | +14.6% | -3.0% | -9.7% |
| YTD | +158.5% | +9.0% | +149.5% | +147.3% |
| 1Y | +482.2% | +14.9% | +467.3% | +430.1% |
| All | +482.2% | +15.8% | +466.4% | +430.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 1y: compounded portfolio wealth divided by compounded VUG 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…
1y analysis · Full analysis span regression · 6 months rolling