+82.9%
KORU vs VUG
+424.7%
-341.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.9% | +8.0% | +6.7% |
| 7D | -1.7% | -0.5% | -1.2% | -0.3% |
| 30D | +13.5% | -1.0% | +14.5% | +17.6% |
| 3M | -45.2% | +3.5% | -48.7% | -44.4% |
| 6M | +17.1% | +14.2% | +2.9% | +12.6% |
| YTD | +154.1% | +8.5% | +145.6% | +176.8% |
| 1Y | +375.7% | +12.9% | +362.8% | +392.2% |
| 3Y | +474.0% | +85.6% | +388.4% | +119.4% |
| 5Y | +60.4% | +78.1% | -17.7% | -25.9% |
| All | +82.9% | +424.7% | -341.8% | -92.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling