+502.1%
KORU vs IAU
+126.4%
+375.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | -0.1% |
| 7D | +20.1% | +0.2% | +19.9% | +19.3% |
| 30D | +47.5% | +0.2% | +47.3% | +48.1% |
| 3M | -30.1% | +3.3% | -33.3% | -30.6% |
| 6M | +20.1% | -14.6% | +34.7% | +66.8% |
| YTD | +166.6% | +1.9% | +164.7% | +209.9% |
| 1Y | +458.9% | +20.9% | +438.1% | +421.2% |
| All | +502.1% | +126.4% | +375.8% | +142.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling