+16.6%
KORU vs ETN
+830.1%
-813.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.5% | -11.1% | -10.5% |
| 7D | +2.3% | +3.0% | -0.7% | -1.4% |
| 30D | +20.0% | -10.9% | +30.9% | +44.0% |
| 3M | -32.7% | +9.2% | -42.0% | -30.0% |
| 6M | +13.3% | +13.9% | -0.6% | +23.8% |
| YTD | +133.2% | +29.5% | +103.7% | +123.7% |
| 1Y | +357.3% | +14.2% | +343.1% | +418.8% |
| 3Y | +452.7% | +79.9% | +372.8% | +237.4% |
| 5Y | +47.2% | +175.7% | -128.5% | -47.6% |
| 10Y | +67.6% | +693.2% | -625.7% | -80.2% |
| All | +16.6% | +830.1% | -813.4% | -88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling