-57.7%
KORU vs ENB
+111.7%
-169.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -6.0% |
| 7D | +11.1% | +3.1% | +8.0% | +7.4% |
| 30D | -40.6% | +2.1% | -42.7% | -42.2% |
| 3M | -63.9% | -4.4% | -59.5% | -62.8% |
| 6M | -82.8% | -10.1% | -72.8% | -81.7% |
| YTD | -15.4% | +5.2% | -20.6% | -25.9% |
| 1Y | -3.3% | +4.2% | -7.5% | -14.7% |
| 3Y | +136.2% | +70.1% | +66.1% | +13.2% |
| 5Y | -36.7% | +59.4% | -96.1% | -64.9% |
| 10Y | -22.9% | +109.5% | -132.4% | -65.4% |
| All | -57.7% | +111.7% | -169.4% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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