+22.5%
KORU vs ETR
+18.4%
+4.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.7% | -8.0% | -6.9% |
| 7D | -24.3% | +3.7% | -28.0% | -26.2% |
| 30D | -54.2% | +11.0% | -65.2% | -58.1% |
| 3M | -45.4% | +3.4% | -48.9% | -46.8% |
| 6M | -66.5% | -3.3% | -63.2% | -64.8% |
| YTD | +14.9% | +23.3% | -8.4% | -19.2% |
| 1Y | +22.5% | +19.2% | +3.4% | -11.0% |
| All | +22.5% | +18.4% | +4.2% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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