+136.2%
KORU vs KGC
+315.0%
-178.8%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.7% | -5.6% |
| 7D | +11.1% | -6.7% | +17.8% | +18.5% |
| 30D | -40.6% | -6.7% | -33.9% | -37.4% |
| 3M | -63.9% | -22.6% | -41.3% | -54.2% |
| 6M | -82.8% | -33.4% | -49.4% | -73.6% |
| YTD | -15.4% | -26.0% | +10.6% | +26.7% |
| 1Y | -3.3% | -18.3% | +15.0% | +35.3% |
| 3Y | +136.2% | +315.8% | -179.6% | +11.0% |
| All | +136.2% | +315.0% | -178.8% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling