+426.7%
KORU vs QS
-26.0%
+452.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.8% | -11.8% | -12.2% |
| 7D | +2.3% | -5.0% | +7.3% | +4.2% |
| 30D | +20.0% | -18.3% | +38.3% | +30.0% |
| 3M | -32.7% | -26.0% | -6.7% | -22.8% |
| 6M | +13.3% | -24.0% | +37.4% | +37.0% |
| YTD | +133.2% | -50.3% | +183.5% | +208.3% |
| 1Y | +357.3% | -38.0% | +395.2% | +464.9% |
| All | +426.7% | -26.0% | +452.7% | +427.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling