-13.6%
GLD vs KORU
-83.2%
+69.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.8% | -6.6% | -1.1% |
| 7D | +4.7% | -35.0% | +39.7% | +6.3% |
| 30D | -0.9% | -65.5% | +64.6% | +3.6% |
| 3M | -4.4% | -58.9% | +54.5% | -1.6% |
| 6M | -13.6% | -83.5% | +70.0% | -10.0% |
| All | -13.6% | -83.2% | +69.6% | -10.0% |
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 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