+142.2%
GLD vs KORU
-51.6%
+193.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +18.4% | -19.6% | -2.0% |
| 7D | -2.0% | -18.1% | +16.2% | -1.6% |
| 30D | -4.4% | -45.7% | +41.3% | -2.6% |
| 3M | -8.9% | -51.6% | +42.7% | -7.3% |
| 6M | -16.0% | -82.6% | +66.6% | -13.3% |
| YTD | -7.9% | -5.9% | -1.9% | -12.8% |
| 1Y | -3.9% | +3.3% | -7.1% | -9.4% |
| 3Y | +103.4% | +154.5% | -51.1% | +82.1% |
| 5Y | +109.7% | -26.6% | +136.3% | +90.5% |
| 10Y | +211.8% | -14.3% | +226.1% | +173.1% |
| All | +142.2% | -51.6% | +193.9% | +113.3% |
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 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