+482.2%
KORU vs ABCL
+186.8%
+295.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.2% | +14.6% | +14.2% |
| 7D | +13.0% | +0.7% | +12.3% | +12.5% |
| 30D | +27.3% | +93.1% | -65.8% | -23.1% |
| 3M | -55.3% | +79.4% | -134.7% | -70.4% |
| 6M | +11.6% | +214.9% | -203.3% | -47.8% |
| YTD | +158.5% | +234.2% | -75.7% | +12.8% |
| 1Y | +482.2% | +174.8% | +307.4% | +197.8% |
| All | +482.2% | +186.8% | +295.3% | +197.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling