+2.8%
GLD vs KORU
+20.3%
-17.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.3% | +9.0% | +4.0% |
| 7D | -0.3% | -24.3% | +24.0% | +1.5% |
| 30D | -1.9% | -54.2% | +52.4% | +2.7% |
| 3M | -0.4% | -45.4% | +45.0% | +2.0% |
| 6M | -10.2% | -66.5% | +56.3% | -10.7% |
| YTD | -6.0% | +14.9% | -20.9% | -15.8% |
| 1Y | +2.8% | +22.5% | -19.7% | -7.8% |
| All | +2.8% | +20.3% | -17.5% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling