+515.7%
KORU vs ABCL
+109.3%
+406.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.2% | +14.6% | +14.0% |
| 7D | +13.0% | +0.7% | +12.3% | +12.6% |
| 30D | +27.3% | +93.1% | -65.8% | -12.7% |
| 3M | -55.3% | +79.4% | -134.7% | -67.0% |
| 6M | +11.6% | +214.9% | -203.3% | -34.8% |
| YTD | +158.5% | +234.2% | -75.7% | +44.5% |
| 1Y | +482.2% | +174.8% | +307.4% | +251.9% |
| All | +515.7% | +109.3% | +406.4% | +273.2% |
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