+147.1%
GLD vs KORU
-60.9%
+208.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.2% |
| 3M | -4.4% | -58.9% | +54.5% | -1.9% |
| 6M | -13.6% | -83.5% | +70.0% | -10.5% |
| YTD | -6.0% | -23.9% | +17.9% | -10.1% |
| 1Y | +1.8% | -12.4% | +14.2% | -3.3% |
| 3Y | +103.2% | +82.1% | +21.1% | +84.5% |
| 5Y | +119.3% | -42.6% | +162.0% | +101.5% |
| 10Y | +199.5% | -37.4% | +236.9% | +165.6% |
| All | +147.1% | -60.9% | +208.0% | +119.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling