+56.9%
KORU vs VYM
+77.5%
-20.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.7% | +8.3% | +6.8% |
| 7D | -1.7% | -0.8% | -0.9% | +1.1% |
| 30D | +13.5% | -2.2% | +15.8% | +21.9% |
| 3M | -45.2% | +3.1% | -48.3% | -50.0% |
| 6M | +17.1% | +9.7% | +7.4% | -3.5% |
| YTD | +154.1% | +14.9% | +139.2% | +90.6% |
| 1Y | +375.7% | +17.6% | +358.1% | +236.9% |
| 3Y | +474.0% | +65.3% | +408.7% | +67.2% |
| All | +56.9% | +77.5% | -20.6% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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