+223.7%
GDX vs KORU
+32.9%
+190.8%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +13.4% | -15.6% | -4.1% |
| 7D | -0.4% | +13.0% | -13.4% | -2.2% |
| 30D | +18.6% | +27.3% | -8.7% | +13.5% |
| 3M | +14.9% | -55.3% | +70.2% | +18.1% |
| 6M | -6.3% | +11.6% | -17.9% | -20.1% |
| YTD | +15.7% | +158.5% | -142.8% | -13.5% |
| 1Y | +54.8% | +482.2% | -427.3% | +2.0% |
| 3Y | +253.4% | +471.9% | -218.5% | +120.5% |
| 5Y | +219.7% | +41.1% | +178.5% | +120.9% |
| 10Y | +300.2% | +80.2% | +220.0% | +129.0% |
| All | +223.7% | +32.9% | +190.8% | +72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling