-57.7%
KORU vs VUG
+639.3%
-697.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -3.2% |
| 7D | +11.1% | +2.5% | +8.6% | +5.9% |
| 30D | -40.6% | -6.3% | -34.3% | -23.7% |
| 3M | -63.9% | -6.0% | -57.9% | -52.4% |
| 6M | -82.8% | -3.5% | -79.3% | -74.9% |
| YTD | -15.4% | +3.9% | -19.3% | +14.9% |
| 1Y | -3.3% | +5.1% | -8.4% | +28.9% |
| 3Y | +136.2% | +77.9% | +58.3% | +11.4% |
| 5Y | -36.7% | +62.4% | -99.1% | -59.3% |
| 10Y | -22.9% | +399.4% | -422.3% | -94.7% |
| All | -57.7% | +639.3% | -697.0% | -98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling