-36.9%
KORU vs VUG
+62.0%
-98.9%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -3.1% |
| 7D | +11.1% | +2.5% | +8.6% | +5.6% |
| 30D | -40.6% | -6.3% | -34.3% | -23.0% |
| 3M | -63.9% | -6.0% | -57.9% | -52.0% |
| 6M | -82.8% | -3.5% | -79.3% | -74.8% |
| YTD | -15.4% | +3.9% | -19.3% | +15.1% |
| 1Y | -3.3% | +5.1% | -8.4% | +29.4% |
| 3Y | +136.2% | +77.9% | +58.3% | +28.1% |
| All | -36.9% | +62.0% | -98.9% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling