+22.5%
KORU vs ABCL
+138.2%
-115.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.8% | -6.1% | -5.8% |
| 7D | -24.3% | -10.0% | -14.3% | -18.7% |
| 30D | -54.2% | -10.9% | -43.3% | -49.8% |
| 3M | -45.4% | +101.6% | -147.1% | -67.5% |
| 6M | -66.5% | +167.5% | -234.0% | -83.1% |
| YTD | +14.9% | +259.1% | -244.2% | -53.0% |
| 1Y | +22.5% | +152.2% | -129.6% | -38.0% |
| All | +22.5% | +138.2% | -115.7% | -38.0% |
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