+233.6%
GDX vs KORU
+66.4%
+167.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.8% |
| 7D | +1.9% | +20.1% | -18.2% | -1.4% |
| 30D | +9.9% | +47.5% | -37.5% | +1.9% |
| 3M | +28.2% | -30.1% | +58.3% | +24.7% |
| 6M | -2.9% | +20.1% | -23.0% | -22.4% |
| YTD | +16.0% | +166.6% | -150.6% | -22.5% |
| 1Y | +49.9% | +458.9% | -409.1% | -15.3% |
| 3Y | +263.6% | +531.8% | -268.2% | +83.7% |
| 5Y | +233.6% | +67.7% | +165.9% | +75.6% |
| All | +233.6% | +66.4% | +167.2% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling