+82.9%
KORU vs ABBV
+515.4%
-432.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.8% | +8.1% | +8.5% |
| 7D | -1.7% | +0.3% | -2.0% | -2.0% |
| 30D | +13.5% | +3.4% | +10.2% | +10.4% |
| 3M | -45.2% | +15.2% | -60.4% | -51.9% |
| 6M | +17.1% | +14.7% | +2.5% | +1.1% |
| YTD | +154.1% | +15.2% | +138.9% | +117.5% |
| 1Y | +375.7% | +20.4% | +355.3% | +288.2% |
| 3Y | +474.0% | +91.3% | +382.7% | +216.4% |
| 5Y | +60.4% | +189.6% | -129.2% | -41.8% |
| All | +82.9% | +515.4% | -432.5% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV 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 10y: compounded portfolio wealth divided by compounded ABBV 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…
10y analysis · Full analysis span regression · 6 months rolling