-20.7%
KORU vs VXUS
+146.4%
-167.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.3% |
| 7D | +11.1% | +2.1% | +9.0% | +3.5% |
| 30D | -40.6% | -1.1% | -39.5% | -32.5% |
| 3M | -63.9% | -5.6% | -58.3% | -47.0% |
| 6M | -82.8% | -2.3% | -80.6% | -70.0% |
| YTD | -15.4% | +10.4% | -25.7% | +23.5% |
| 1Y | -3.3% | +13.1% | -16.3% | +30.8% |
| 3Y | +136.2% | +68.0% | +68.2% | +2.8% |
| 5Y | -36.7% | +45.8% | -82.5% | -42.0% |
| All | -20.7% | +146.4% | -167.1% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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