+169.0%
KORU vs QS
-46.4%
+215.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.9% | +7.0% | +8.6% |
| 7D | -1.7% | -3.6% | +1.9% | -1.0% |
| 30D | +13.5% | -17.2% | +30.8% | +18.4% |
| 3M | -45.2% | -27.0% | -18.2% | -40.6% |
| 6M | +17.1% | -24.6% | +41.7% | +30.8% |
| YTD | +154.1% | -49.3% | +203.5% | +202.0% |
| 1Y | +375.7% | -40.3% | +416.0% | +443.5% |
| 3Y | +474.0% | -23.8% | +497.8% | +482.9% |
| 5Y | +60.4% | -75.0% | +135.4% | +71.5% |
| All | +169.0% | -46.4% | +215.4% | +179.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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