+296.0%
GDX vs KORU
+92.5%
+203.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +9.0% | -7.9% | -0.1% |
| 7D | -2.2% | -1.7% | -0.5% | -2.1% |
| 30D | +6.8% | +13.5% | -6.8% | +4.0% |
| 3M | +24.9% | -45.2% | +70.1% | +27.3% |
| 6M | -4.2% | +17.1% | -21.3% | -18.3% |
| YTD | +13.2% | +154.1% | -140.9% | -14.4% |
| 1Y | +40.2% | +375.7% | -335.5% | -3.8% |
| 3Y | +249.6% | +474.0% | -224.4% | +121.3% |
| 5Y | +230.4% | +60.4% | +170.0% | +123.9% |
| All | +296.0% | +92.5% | +203.5% | +109.5% |
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