+47.2%
KORU vs IAU
+138.0%
-90.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.7% | -10.8% | -9.5% |
| 7D | +2.3% | -3.4% | +5.7% | +8.7% |
| 30D | +20.0% | -1.1% | +21.1% | +23.9% |
| 3M | -32.7% | +5.8% | -38.6% | -35.4% |
| 6M | +13.3% | -16.9% | +30.3% | +68.5% |
| YTD | +133.2% | +0.1% | +133.1% | +176.3% |
| 1Y | +357.3% | +18.4% | +338.9% | +323.7% |
| 3Y | +452.7% | +123.6% | +329.1% | +88.6% |
| 5Y | +47.2% | +138.7% | -91.5% | -60.8% |
| All | +47.2% | +138.0% | -90.8% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling