+271.5%
QCOM vs KORU
-59.2%
+330.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.2% | +7.4% | +2.5% |
| 7D | +5.5% | -34.5% | +40.0% | +13.2% |
| 30D | -1.1% | -59.6% | +58.5% | +15.5% |
| 3M | +7.6% | -56.1% | +63.7% | +19.5% |
| 6M | -20.1% | -84.7% | +64.6% | -3.2% |
| YTD | +3.0% | -20.6% | +23.6% | -22.3% |
| 1Y | +3.2% | -13.9% | +17.1% | -24.1% |
| 3Y | +48.9% | +114.9% | -66.0% | -19.4% |
| 5Y | +21.1% | -36.0% | +57.0% | -21.0% |
| 10Y | +242.8% | -27.8% | +270.6% | +85.4% |
| All | +271.5% | -59.2% | +330.6% | +99.8% |
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