+20,672.1%
ETN vs KR
+4,483.4%
+16,188.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.7% | +1.3% | +3.5% |
| 7D | +3.5% | -0.2% | +3.7% | +3.6% |
| 30D | -7.5% | +5.1% | -12.6% | -8.4% |
| 3M | +8.3% | -8.2% | +16.5% | +9.4% |
| 6M | +20.2% | -18.0% | +38.2% | +23.4% |
| YTD | +34.7% | -4.8% | +39.4% | +34.3% |
| 1Y | +19.4% | -11.0% | +30.5% | +20.3% |
| 3Y | +85.5% | +37.7% | +47.8% | +69.3% |
| 5Y | +186.6% | +52.8% | +133.8% | +152.5% |
| 10Y | +724.7% | +128.8% | +595.9% | +539.3% |
| All | +20,672.1% | +4,483.4% | +16,188.7% | +9,410.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling