-20.7%
KORU vs KGC
+637.7%
-658.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.7% | -5.5% |
| 7D | +11.1% | -6.7% | +17.8% | +15.1% |
| 30D | -40.6% | -6.7% | -33.9% | -38.7% |
| 3M | -63.9% | -22.6% | -41.3% | -58.6% |
| 6M | -82.8% | -33.4% | -49.4% | -77.9% |
| YTD | -15.4% | -26.0% | +10.6% | +7.4% |
| 1Y | -3.3% | -18.3% | +15.0% | +18.0% |
| 3Y | +136.2% | +315.8% | -179.6% | +63.1% |
| 5Y | -36.7% | +225.7% | -262.4% | -55.2% |
| All | -20.7% | +637.7% | -658.4% | -51.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling