-3.3%
KORU vs KGC
-20.2%
+16.9%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.7% | -5.7% |
| 7D | +11.1% | -6.7% | +17.8% | +21.5% |
| 30D | -40.6% | -6.7% | -33.9% | -36.4% |
| 3M | -63.9% | -22.6% | -41.3% | -50.1% |
| 6M | -82.8% | -33.4% | -49.4% | -68.8% |
| YTD | -15.4% | -26.0% | +10.6% | +62.9% |
| 1Y | -3.3% | -18.3% | +15.0% | +77.0% |
| All | -3.3% | -20.2% | +16.9% | +77.0% |
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