+82.9%
KORU vs VWO
+117.1%
-34.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.7% | +8.3% | +6.7% |
| 7D | -1.7% | -1.8% | +0.1% | +5.0% |
| 30D | +13.5% | -0.1% | +13.6% | +17.0% |
| 3M | -45.2% | +2.2% | -47.4% | -39.8% |
| 6M | +17.1% | +8.8% | +8.4% | +37.0% |
| YTD | +154.1% | +12.4% | +141.7% | +191.0% |
| 1Y | +375.7% | +15.6% | +360.1% | +420.4% |
| 3Y | +474.0% | +62.5% | +411.5% | +172.1% |
| 5Y | +60.4% | +34.3% | +26.2% | +64.7% |
| All | +82.9% | +117.1% | -34.2% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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