+169.8%
GLD vs KORU
+32.9%
+136.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +13.4% | -14.3% | -1.5% |
| 7D | -0.5% | +13.0% | -13.5% | -1.1% |
| 30D | +4.4% | +27.3% | -22.9% | +2.9% |
| 3M | -1.1% | -55.3% | +54.2% | -0.4% |
| 6M | -13.8% | +11.6% | -25.4% | -18.2% |
| YTD | +2.6% | +158.5% | -155.9% | -6.1% |
| 1Y | +24.5% | +482.2% | -457.6% | +10.1% |
| 3Y | +125.8% | +471.9% | -346.1% | +96.3% |
| 5Y | +137.8% | +41.1% | +96.7% | +110.3% |
| 10Y | +221.4% | +80.2% | +141.2% | +173.5% |
| All | +169.8% | +32.9% | +136.9% | +129.6% |
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 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