+56.9%
KORU vs ETN
+185.4%
-128.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.0% | +5.0% | +2.8% |
| 7D | -1.7% | +3.5% | -5.2% | -6.6% |
| 30D | +13.5% | -7.5% | +21.1% | +31.0% |
| 3M | -45.2% | +8.3% | -53.5% | -43.3% |
| 6M | +17.1% | +20.2% | -3.1% | +19.6% |
| YTD | +154.1% | +34.7% | +119.5% | +134.0% |
| 1Y | +375.7% | +19.4% | +356.2% | +410.1% |
| 3Y | +474.0% | +85.5% | +388.5% | +240.9% |
| All | +56.9% | +185.4% | -128.4% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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