-41.5%
KORU vs QLD
+1,375.1%
-1,416.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.5% | +3.3% | +2.7% |
| 7D | -35.0% | -10.3% | -24.7% | -21.6% |
| 30D | -65.5% | -26.1% | -39.5% | -45.6% |
| 3M | -58.9% | -17.8% | -41.1% | -40.7% |
| 6M | -83.5% | -15.6% | -68.0% | -70.5% |
| YTD | -23.9% | +5.4% | -29.3% | +17.6% |
| 1Y | -12.4% | +5.2% | -17.7% | +36.7% |
| 3Y | +82.1% | +139.4% | -57.4% | +26.9% |
| 5Y | -42.6% | +66.7% | -109.3% | -43.8% |
| All | -41.5% | +1,375.1% | -1,416.6% | -93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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