-13.8%
GLD vs KORU
+24.7%
-38.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +13.4% | -14.3% | -1.6% |
| 7D | -0.5% | +13.0% | -13.5% | -1.3% |
| 30D | +4.4% | +27.3% | -22.9% | +2.6% |
| 3M | -1.1% | -55.3% | +54.2% | -0.4% |
| 6M | -13.8% | +11.6% | -25.4% | -20.6% |
| All | -13.8% | +24.7% | -38.5% | -20.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling