+182.2%
KORU vs QS
-47.0%
+229.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.6% | +8.1% | +2.9% |
| 7D | +20.1% | -4.2% | +24.3% | +21.1% |
| 30D | +47.5% | -15.7% | +63.1% | +53.2% |
| 3M | -30.1% | -28.7% | -1.4% | -23.7% |
| 6M | +20.1% | -23.2% | +43.4% | +33.9% |
| YTD | +166.6% | -49.9% | +216.5% | +217.4% |
| 1Y | +458.9% | -38.8% | +497.7% | +536.4% |
| 3Y | +531.8% | -24.0% | +555.8% | +542.1% |
| 5Y | +67.7% | -75.6% | +143.3% | +79.6% |
| All | +182.2% | -47.0% | +229.2% | +193.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling