+502.1%
KORU vs VUG
+85.5%
+416.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +3.0% |
| 7D | +20.1% | +0.1% | +20.0% | +19.4% |
| 30D | +47.5% | -1.7% | +49.2% | +56.8% |
| 3M | -30.1% | +2.8% | -32.9% | -27.3% |
| 6M | +20.1% | +13.6% | +6.5% | +15.4% |
| YTD | +166.6% | +8.1% | +158.5% | +189.1% |
| 1Y | +458.9% | +13.1% | +445.9% | +470.9% |
| All | +502.1% | +85.5% | +416.6% | +84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling