+27.1%
KORU vs VYM
+340.7%
-313.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.7% | +8.3% | +7.1% |
| 7D | -1.7% | -0.8% | -0.9% | +0.7% |
| 30D | +13.5% | -2.2% | +15.8% | +20.8% |
| 3M | -45.2% | +3.1% | -48.3% | -49.4% |
| 6M | +17.1% | +9.7% | +7.4% | -0.8% |
| YTD | +154.1% | +14.9% | +139.2% | +97.0% |
| 1Y | +375.7% | +17.6% | +358.1% | +249.8% |
| 3Y | +474.0% | +65.3% | +408.7% | +88.8% |
| 5Y | +60.4% | +78.7% | -18.3% | -50.9% |
| 10Y | +82.6% | +208.2% | -125.6% | -80.0% |
| All | +27.1% | +340.7% | -313.6% | -93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling