+82.9%
KORU vs IAU
+220.2%
-137.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.5% | +8.4% | +8.2% |
| 7D | -1.7% | -2.0% | +0.3% | +1.4% |
| 30D | +13.5% | -1.5% | +15.1% | +17.2% |
| 3M | -45.2% | +3.3% | -48.5% | -45.4% |
| 6M | +17.1% | -16.2% | +33.4% | +60.9% |
| YTD | +154.1% | +0.7% | +153.5% | +194.0% |
| 1Y | +375.7% | +19.2% | +356.4% | +357.8% |
| 3Y | +474.0% | +124.4% | +349.6% | +185.3% |
| 5Y | +60.4% | +140.0% | -79.6% | -25.0% |
| All | +82.9% | +220.2% | -137.3% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 10y: compounded portfolio wealth divided by compounded IAU 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…
10y analysis · Full analysis span regression · 6 months rolling