+56.9%
KORU vs GDXJ
+229.9%
-173.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.1% | +7.9% | +7.9% |
| 7D | -1.7% | -2.8% | +1.1% | +1.7% |
| 30D | +13.5% | +5.0% | +8.6% | +9.1% |
| 3M | -45.2% | +24.1% | -69.3% | -53.8% |
| 6M | +17.1% | -7.4% | +24.5% | +45.0% |
| YTD | +154.1% | +10.2% | +143.9% | +179.0% |
| 1Y | +375.7% | +42.5% | +333.1% | +310.4% |
| 3Y | +474.0% | +285.7% | +188.3% | +100.2% |
| All | +56.9% | +229.9% | -173.0% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling