+22.5%
KORU vs KGC
-5.3%
+27.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +7.5% | -12.7% | -14.7% |
| 7D | -24.3% | -6.8% | -17.5% | -17.6% |
| 30D | -54.2% | -9.2% | -45.1% | -48.7% |
| 3M | -45.4% | -9.1% | -36.3% | -40.8% |
| 6M | -66.5% | -25.7% | -40.8% | -45.7% |
| YTD | +14.9% | -23.6% | +38.5% | +102.0% |
| 1Y | +22.5% | -4.3% | +26.8% | +75.3% |
| All | +22.5% | -5.3% | +27.8% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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