+375.7%
KORU vs ETHA
-42.6%
+418.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.2% | +5.7% | +5.8% |
| 7D | -1.7% | +3.5% | -5.2% | -4.7% |
| 30D | +13.5% | +35.3% | -21.8% | -17.1% |
| 3M | -45.2% | +50.9% | -96.1% | -63.2% |
| 6M | +17.1% | +22.1% | -5.0% | +7.0% |
| YTD | +154.1% | -14.6% | +168.7% | +180.6% |
| 1Y | +375.7% | -42.8% | +418.5% | +538.8% |
| All | +375.7% | -42.6% | +418.3% | +538.8% |
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