+502.1%
KORU vs KGC
+548.3%
-46.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | +20.1% | -0.1% | +20.2% | +19.7% |
| 30D | +47.5% | +10.5% | +37.0% | +35.1% |
| 3M | -30.1% | +19.8% | -49.8% | -38.5% |
| 6M | +20.1% | -6.7% | +26.8% | +37.3% |
| YTD | +166.6% | +7.8% | +158.8% | +182.9% |
| 1Y | +458.9% | +35.7% | +423.3% | +408.7% |
| All | +502.1% | +548.3% | -46.1% | +82.5% |
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