horizon 10dρ +0.41holdout +0.34stable 25%moderate
KCCA KraneShares California Carbon Allowance Strategy ETF
- Last close
- 17.37
- 504-day return
- -17.40%
- Median $/day
- $462k
- Relationships shown
- 6
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.40holdout +0.51stable 38%moderate
horizon 10dρ +0.39holdout +0.41stable 25%moderate
horizon 10dρ +0.39holdout +0.39stable 38%moderate
horizon 10dρ +0.37holdout +0.60stable 12%moderate
horizon 10dρ +0.36holdout +0.46stable 12%moderate
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.47recent -0.32prior +0.15beyond mkt +0.07
Δ -0.42recent -0.31prior +0.11beyond mkt +0.04
Δ -0.42recent -0.34prior +0.08beyond mkt +0.02
Δ +0.40recent +0.31prior -0.09beyond mkt -0.00
Δ +0.38recent +0.34prior -0.05beyond mkt -0.01
Δ -0.38recent -0.33prior +0.05beyond mkt -0.04