+22.5%
KORU vs ETHA
-31.0%
+53.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.7% | -11.0% | -11.5% |
| 7D | -24.3% | +2.1% | -26.4% | -25.9% |
| 30D | -54.2% | -10.7% | -43.5% | -47.7% |
| 3M | -45.4% | +29.0% | -74.4% | -59.1% |
| 6M | -66.5% | +2.7% | -69.1% | -65.9% |
| YTD | +14.9% | -18.7% | +33.5% | +32.7% |
| 1Y | +22.5% | -24.8% | +47.4% | +45.9% |
| All | +22.5% | -31.0% | +53.5% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 1y: compounded portfolio wealth divided by compounded ETHA 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…
1y analysis · Full analysis span regression · 6 months rolling