+206.1%
GLD vs KORU
-21.4%
+227.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +0.4% |
| 7D | -4.6% | +11.1% | -15.7% | -5.2% |
| 30D | -5.5% | -40.6% | +35.1% | -3.9% |
| 3M | -10.9% | -63.9% | +53.0% | -7.8% |
| 6M | -17.4% | -82.8% | +65.4% | -14.3% |
| YTD | -10.3% | -15.4% | +5.1% | -15.1% |
| 1Y | -7.2% | -3.3% | -3.9% | -12.8% |
| 3Y | +96.9% | +136.2% | -39.2% | +75.1% |
| 5Y | +103.8% | -36.7% | +140.5% | +84.0% |
| All | +206.1% | -21.4% | +227.6% | +149.9% |
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