+67.7%
KORU vs KGC
+454.1%
-386.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +36.3% |
| 3M | -30.1% | +19.8% | -49.8% | -37.6% |
| 6M | +20.1% | -6.7% | +26.8% | +38.4% |
| YTD | +166.6% | +7.8% | +158.8% | +182.3% |
| 1Y | +458.9% | +35.7% | +423.3% | +402.4% |
| 3Y | +531.8% | +553.7% | -21.9% | +87.3% |
| 5Y | +67.7% | +461.7% | -394.0% | -50.1% |
| All | +67.7% | +454.1% | -386.4% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling