+29.3%
KORU vs VUG
+675.5%
-646.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.5% | +13.9% | +14.6% |
| 7D | +13.0% | -0.1% | +13.1% | +13.3% |
| 30D | +27.3% | -0.3% | +27.6% | +29.5% |
| 3M | -55.3% | -0.7% | -54.6% | -47.1% |
| 6M | +11.6% | +14.6% | -3.0% | +6.4% |
| YTD | +158.5% | +9.0% | +149.5% | +177.7% |
| 1Y | +482.2% | +14.9% | +467.3% | +478.6% |
| 3Y | +471.9% | +86.0% | +385.9% | +118.1% |
| 5Y | +41.1% | +76.7% | -35.6% | -33.7% |
| 10Y | +80.2% | +411.3% | -331.1% | -89.6% |
| All | +29.3% | +675.5% | -646.2% | -96.6% |
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