+190.4%
ETN vs KR
+52.3%
+138.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.7% | +1.3% | +4.1% |
| 7D | +3.5% | -0.2% | +3.7% | +3.5% |
| 30D | -7.5% | +5.1% | -12.6% | -7.4% |
| 3M | +8.3% | -8.2% | +16.5% | +8.5% |
| 6M | +20.2% | -18.0% | +38.2% | +20.6% |
| YTD | +34.7% | -4.8% | +39.4% | +34.2% |
| 1Y | +19.4% | -11.0% | +30.5% | +19.4% |
| 3Y | +85.5% | +37.7% | +47.8% | +72.6% |
| All | +190.4% | +52.3% | +138.1% | +163.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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