+56.9%
KORU vs ETR
+122.3%
-65.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.4% | +9.4% | +9.2% |
| 7D | -1.7% | -1.8% | +0.1% | -0.3% |
| 30D | +13.5% | -1.8% | +15.3% | +14.9% |
| 3M | -45.2% | -3.6% | -41.6% | -43.7% |
| 6M | +17.1% | +2.6% | +14.5% | +12.7% |
| YTD | +154.1% | +16.0% | +138.1% | +125.7% |
| 1Y | +375.7% | +20.1% | +355.5% | +313.4% |
| 3Y | +474.0% | +143.6% | +330.4% | +189.0% |
| All | +56.9% | +122.3% | -65.4% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling