+327.3%
GDX vs KORU
-16.9%
+344.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.9% | +1.0% | -3.3% |
| 7D | -4.6% | +24.3% | -28.9% | -7.5% |
| 30D | -6.2% | -44.8% | +38.6% | -1.0% |
| 3M | -10.0% | -60.0% | +50.0% | -2.6% |
| 6M | -15.8% | -78.7% | +62.9% | -9.3% |
| YTD | -4.6% | -10.6% | +6.0% | -19.6% |
| 1Y | +4.0% | -3.8% | +7.8% | -13.6% |
| 3Y | +211.1% | +142.0% | +69.1% | +116.5% |
| 5Y | +152.3% | -33.1% | +185.4% | +88.1% |
| All | +327.3% | -16.9% | +344.3% | +124.4% |
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 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