+82.9%
KORU vs QXO
+34.5%
+48.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.2% | +8.8% | +9.0% |
| 7D | -1.7% | -7.8% | +6.1% | -1.2% |
| 30D | +13.5% | -18.1% | +31.6% | +15.1% |
| 3M | -45.2% | -25.8% | -19.4% | -43.8% |
| 6M | +17.1% | -41.7% | +58.8% | +22.4% |
| YTD | +154.1% | -36.2% | +190.3% | +164.8% |
| 1Y | +375.7% | -42.1% | +417.8% | +397.4% |
| 3Y | +474.0% | -46.2% | +520.2% | +438.0% |
| 5Y | +60.4% | -70.7% | +131.1% | +51.8% |
| All | +82.9% | +34.5% | +48.5% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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