+114.9%
KORU vs ABCL
+206.1%
-91.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.3% | -5.9% | -6.1% |
| 7D | -34.5% | +2.3% | -36.8% | -33.6% |
| 30D | -59.6% | -0.7% | -58.9% | -57.8% |
| 3M | -56.1% | +33.4% | -89.5% | -60.2% |
| 6M | -84.7% | +137.8% | -222.5% | -89.8% |
| YTD | -20.6% | +264.3% | -284.9% | -55.7% |
| 1Y | -13.9% | +209.2% | -223.1% | -49.0% |
| 3Y | +114.9% | +208.4% | -93.6% | +9.3% |
| All | +114.9% | +206.1% | -91.3% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling