+138.9%
GLD vs KORU
+55.4%
+83.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -1.8% |
| 7D | +0.7% | +24.3% | -23.5% | -0.7% |
| 30D | +0.3% | +37.3% | -37.0% | -2.2% |
| 3M | +0.6% | -32.8% | +33.4% | -0.2% |
| 6M | -15.6% | +36.9% | -52.5% | -23.3% |
| YTD | +0.9% | +162.6% | -161.8% | -12.7% |
| 1Y | +19.4% | +467.0% | -447.6% | -2.1% |
| 3Y | +124.5% | +522.4% | -397.9% | +77.7% |
| 5Y | +138.9% | +57.9% | +81.1% | +87.0% |
| All | +138.9% | +55.4% | +83.6% | +87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling