+474.0%
KORU vs ABBV
+91.6%
+382.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.8% | +8.1% | +9.1% |
| 7D | -1.7% | +0.3% | -2.0% | -1.6% |
| 30D | +13.5% | +3.4% | +10.2% | +14.4% |
| 3M | -45.2% | +15.2% | -60.4% | -45.3% |
| 6M | +17.1% | +14.7% | +2.5% | +17.0% |
| YTD | +154.1% | +15.2% | +138.9% | +153.1% |
| 1Y | +375.7% | +20.4% | +355.3% | +363.3% |
| 3Y | +474.0% | +91.3% | +382.7% | +346.7% |
| All | +474.0% | +91.6% | +382.4% | +346.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling