+47.2%
KORU vs ABBV
+185.0%
-137.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +1.6% | -14.2% | -12.5% |
| 7D | +2.3% | -2.0% | +4.3% | +2.3% |
| 30D | +20.0% | +2.0% | +18.0% | +20.0% |
| 3M | -32.7% | +14.2% | -46.9% | -34.3% |
| 6M | +13.3% | +14.1% | -0.7% | +10.3% |
| YTD | +133.2% | +14.2% | +119.0% | +126.5% |
| 1Y | +357.3% | +24.2% | +333.0% | +328.7% |
| 3Y | +452.7% | +89.8% | +362.9% | +345.1% |
| 5Y | +47.2% | +187.2% | -140.0% | -14.3% |
| All | +47.2% | +185.0% | -137.8% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling