-36.9%
KORU vs QLD
+80.9%
-117.8%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.5% | -3.0% | -2.1% |
| 7D | +11.1% | +7.0% | +4.1% | +2.5% |
| 30D | -40.6% | -14.3% | -26.3% | -19.3% |
| 3M | -63.9% | -16.0% | -47.9% | -47.2% |
| 6M | -82.8% | -14.2% | -68.6% | -68.9% |
| YTD | -15.4% | +12.8% | -28.2% | +25.7% |
| 1Y | -3.3% | +14.1% | -17.3% | +42.7% |
| 3Y | +136.2% | +146.0% | -9.8% | +74.5% |
| All | -36.9% | +80.9% | -117.8% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling