-15.8%
GDX vs KORU
-80.1%
+64.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.9% | +1.0% | -3.4% |
| 7D | -4.6% | +24.3% | -28.9% | -7.1% |
| 30D | -6.2% | -44.8% | +38.6% | -1.5% |
| 3M | -10.0% | -60.0% | +50.0% | -3.1% |
| 6M | -15.8% | -78.7% | +62.9% | -11.4% |
| All | -15.8% | -80.1% | +64.3% | -11.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling