+19.4%
GLD vs KORU
+473.6%
-454.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -1.8% |
| 7D | +0.7% | +24.3% | -23.5% | -0.8% |
| 30D | +0.3% | +37.3% | -37.0% | -2.3% |
| 3M | +0.6% | -32.8% | +33.4% | -0.3% |
| 6M | -15.6% | +36.9% | -52.5% | -25.3% |
| YTD | +0.9% | +162.6% | -161.8% | -15.3% |
| 1Y | +19.4% | +467.0% | -447.6% | -6.3% |
| All | +19.4% | +473.6% | -454.2% | -6.3% |
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