+230.9%
QCOM vs KORU
-28.2%
+259.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +11.3% | -7.6% | +1.2% |
| 7D | +5.8% | -25.8% | +31.6% | +10.9% |
| 30D | -2.3% | -56.9% | +54.6% | +13.6% |
| 3M | +2.7% | -55.7% | +58.4% | +14.5% |
| 6M | -21.0% | -83.7% | +62.7% | -4.8% |
| YTD | +1.8% | -15.3% | +17.1% | -27.1% |
| 1Y | +2.4% | +3.4% | -0.9% | -31.0% |
| 3Y | +52.1% | +133.8% | -81.6% | -25.4% |
| 5Y | +14.6% | -35.4% | +50.0% | -29.3% |
| 10Y | +230.9% | -27.3% | +258.2% | +67.6% |
| All | +230.9% | -28.2% | +259.1% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KORU.
Daily Out/Under-Performance
Portfolio return minus KORU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KORU 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 KORU 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