+326.3%
GDX vs KORU
-21.4%
+347.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.2% | +0.5% |
| 7D | -6.8% | +11.1% | -17.9% | -8.4% |
| 30D | -2.1% | -40.6% | +38.5% | +2.2% |
| 3M | -7.5% | -63.9% | +56.4% | +1.5% |
| 6M | -15.2% | -82.8% | +67.7% | -5.7% |
| YTD | -4.8% | -15.4% | +10.6% | -19.2% |
| 1Y | +6.7% | -3.3% | +10.0% | -11.4% |
| 3Y | +212.7% | +136.2% | +76.6% | +118.4% |
| 5Y | +151.7% | -36.7% | +188.4% | +89.0% |
| All | +326.3% | -21.4% | +347.7% | +125.4% |
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