+31.4%
KORU vs KGC
+365.7%
-334.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.4% |
| 7D | +24.3% | +2.4% | +21.8% | +23.0% |
| 30D | +37.3% | +9.2% | +28.1% | +33.3% |
| 3M | -32.8% | +16.7% | -49.5% | -35.2% |
| 6M | +36.9% | -7.0% | +43.9% | +48.3% |
| YTD | +162.6% | +7.5% | +155.1% | +174.4% |
| 1Y | +467.0% | +34.4% | +432.7% | +452.6% |
| 3Y | +522.4% | +552.0% | -29.6% | +287.4% |
| 5Y | +57.9% | +454.5% | -396.7% | +1.2% |
| 10Y | +70.8% | +658.7% | -587.9% | -3.3% |
| All | +31.4% | +365.7% | -334.4% | -19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling