+291.6%
GDX vs KORU
+76.6%
+215.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -12.5% | +9.1% | -1.8% |
| 7D | -5.4% | +2.3% | -7.7% | -5.9% |
| 30D | +6.6% | +20.0% | -13.5% | +3.0% |
| 3M | +30.1% | -32.7% | +62.8% | +28.1% |
| 6M | -7.1% | +13.3% | -20.4% | -20.4% |
| YTD | +12.0% | +133.2% | -121.2% | -14.3% |
| 1Y | +41.2% | +357.3% | -316.1% | -2.6% |
| 3Y | +251.0% | +452.7% | -201.7% | +123.6% |
| 5Y | +226.7% | +47.2% | +179.5% | +124.1% |
| All | +291.6% | +76.6% | +215.0% | +109.7% |
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