-7.2%
KORU vs Q
+68.3%
-75.6%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.5% | -1.9% | +1.8% |
| 7D | +11.1% | +1.2% | +10.0% | +9.5% |
| 30D | -40.6% | -2.7% | -37.9% | -30.9% |
| 3M | -63.9% | -16.9% | -47.0% | -40.4% |
| 6M | -82.8% | -26.9% | -56.0% | -53.4% |
| YTD | -15.4% | +45.2% | -60.6% | +9.5% |
| 1Y | -3.3% | +38.1% | -41.4% | +33.2% |
| All | -7.2% | +68.3% | -75.6% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 3y: compounded portfolio wealth divided by compounded Q 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…
3y analysis · Full analysis span regression · 6 months rolling