+33.3%
KORU vs ETR
+441.0%
-407.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +2.6% |
| 7D | +20.1% | +0.4% | +19.7% | +19.6% |
| 30D | +47.5% | +2.0% | +45.4% | +44.9% |
| 3M | -30.1% | -1.7% | -28.4% | -29.2% |
| 6M | +20.1% | +3.6% | +16.6% | +13.8% |
| YTD | +166.6% | +18.0% | +148.5% | +127.8% |
| 1Y | +458.9% | +26.2% | +432.7% | +352.0% |
| 3Y | +531.8% | +148.0% | +383.8% | +168.8% |
| 5Y | +67.7% | +126.1% | -58.4% | -23.3% |
| 10Y | +91.6% | +302.3% | -210.7% | -39.2% |
| All | +33.3% | +441.0% | -407.6% | -67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling