+261.2%
QCOM vs KORU
+32.9%
+228.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +13.4% | -13.3% | -2.7% |
| 7D | +3.3% | +13.0% | -9.7% | +0.5% |
| 30D | +7.7% | +27.3% | -19.6% | +0.4% |
| 3M | -30.1% | -55.3% | +25.2% | -26.7% |
| 6M | +22.8% | +11.6% | +11.2% | -3.7% |
| YTD | +0.2% | +158.5% | -158.4% | -38.0% |
| 1Y | +7.9% | +482.2% | -474.3% | -46.1% |
| 3Y | +55.8% | +471.9% | -416.1% | -28.3% |
| 5Y | +30.1% | +41.1% | -11.1% | -25.1% |
| 10Y | +248.9% | +80.2% | +168.7% | +59.2% |
| All | +261.2% | +32.9% | +228.3% | +59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling