+490.1%
KORU vs ETHA
-27.9%
+518.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.2% | +5.7% | +6.9% |
| 7D | -1.7% | +3.5% | -5.2% | -3.7% |
| 30D | +13.5% | +35.3% | -21.8% | -6.9% |
| 3M | -45.2% | +50.9% | -96.1% | -57.3% |
| 6M | +17.1% | +22.1% | -5.0% | +12.0% |
| YTD | +154.1% | -14.6% | +168.7% | +183.3% |
| 1Y | +375.7% | -42.8% | +418.5% | +520.7% |
| All | +490.1% | -27.9% | +518.0% | +563.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling