+218.2%
GLD vs KORU
+81.6%
+136.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.8% |
| 7D | +0.1% | +20.1% | -20.0% | -0.8% |
| 30D | +0.2% | +47.5% | -47.3% | -2.0% |
| 3M | +3.2% | -30.1% | +33.3% | +2.4% |
| 6M | -14.6% | +20.1% | -34.8% | -19.6% |
| YTD | +1.8% | +166.6% | -164.8% | -7.8% |
| 1Y | +20.7% | +458.9% | -438.2% | +5.7% |
| 3Y | +126.5% | +531.8% | -405.3% | +93.4% |
| 5Y | +140.0% | +67.7% | +72.4% | +108.3% |
| 10Y | +218.2% | +91.6% | +126.7% | +158.4% |
| All | +218.2% | +81.6% | +136.6% | +158.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling