-20.7%
KORU vs SLV
+172.6%
-193.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.2% | -3.2% | -3.3% |
| 7D | +11.1% | -5.8% | +17.0% | +18.3% |
| 30D | -40.6% | -12.1% | -28.5% | -32.1% |
| 3M | -63.9% | -24.1% | -39.8% | -50.9% |
| 6M | -82.8% | -44.4% | -38.4% | -66.6% |
| YTD | -15.4% | -31.5% | +16.1% | +32.0% |
| 1Y | -3.3% | -6.9% | +3.7% | +13.5% |
| 3Y | +136.2% | +116.0% | +20.2% | +36.3% |
| 5Y | -36.7% | +88.4% | -125.1% | -59.2% |
| All | -20.7% | +172.6% | -193.3% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 10y: compounded portfolio wealth divided by compounded SLV 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…
10y analysis · Full analysis span regression · 6 months rolling