+258.1%
GDX vs KORU
+507.1%
-249.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.8% |
| 7D | +1.9% | +20.1% | -18.2% | -1.1% |
| 30D | +9.9% | +47.5% | -37.5% | +2.6% |
| 3M | +28.2% | -30.1% | +58.3% | +25.1% |
| 6M | -2.9% | +20.1% | -23.0% | -20.9% |
| YTD | +16.0% | +166.6% | -150.6% | -19.3% |
| 1Y | +49.9% | +458.9% | -409.1% | -10.5% |
| All | +258.1% | +507.1% | -249.0% | +104.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling