+56.8%
KORU vs ABCL
-81.9%
+138.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +2.8% |
| 7D | +20.1% | -2.7% | +22.8% | +21.2% |
| 30D | +47.5% | +18.3% | +29.2% | +38.8% |
| 3M | -30.1% | +108.5% | -138.6% | -48.5% |
| 6M | +20.1% | +213.9% | -193.8% | -19.5% |
| YTD | +166.6% | +223.1% | -56.5% | +74.8% |
| 1Y | +458.9% | +160.6% | +298.3% | +291.9% |
| 3Y | +531.8% | +104.3% | +427.5% | +334.2% |
| 5Y | +67.7% | -40.0% | +107.7% | +37.9% |
| All | +56.8% | -81.9% | +138.7% | +42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling