+482.2%
KORU vs GDXJ
+58.9%
+423.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -2.5% | +15.9% | +16.9% |
| 7D | +13.0% | +0.2% | +12.8% | +12.2% |
| 30D | +27.3% | +17.9% | +9.4% | +0.7% |
| 3M | -55.3% | +15.3% | -70.6% | -59.2% |
| 6M | +11.6% | -9.4% | +21.0% | +32.8% |
| YTD | +158.5% | +13.4% | +145.1% | +184.7% |
| 1Y | +482.2% | +59.7% | +422.5% | +446.8% |
| All | +482.2% | +58.9% | +423.2% | +446.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 1y: compounded portfolio wealth divided by compounded GDXJ 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…
1y analysis · Full analysis span regression · 6 months rolling