+82.9%
KORU vs KGC
+698.0%
-615.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.7% | +8.3% | +8.6% |
| 7D | -1.7% | -5.6% | +3.9% | +1.2% |
| 30D | +13.5% | +6.1% | +7.4% | +11.0% |
| 3M | -45.2% | +17.3% | -62.5% | -48.0% |
| 6M | +17.1% | -10.3% | +27.4% | +31.3% |
| YTD | +154.1% | +3.9% | +150.3% | +172.3% |
| 1Y | +375.7% | +25.7% | +349.9% | +373.0% |
| 3Y | +474.0% | +526.0% | -52.0% | +227.4% |
| 5Y | +60.4% | +455.5% | -395.1% | -7.3% |
| All | +82.9% | +698.0% | -615.1% | +1.3% |
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 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