+34.6%
KORU vs ABNB
+14.8%
+19.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.2% | -11.4% | -11.8% |
| 7D | +2.3% | -9.5% | +11.8% | +8.2% |
| 30D | +20.0% | -9.4% | +29.4% | +25.5% |
| 3M | -32.7% | +29.9% | -62.6% | -45.4% |
| 6M | +13.3% | +26.6% | -13.3% | -3.7% |
| YTD | +133.2% | +23.5% | +109.7% | +99.6% |
| 1Y | +357.3% | +35.8% | +321.4% | +270.2% |
| 3Y | +452.7% | +15.0% | +437.7% | +385.4% |
| 5Y | +47.2% | +1.5% | +45.7% | +26.2% |
| All | +34.6% | +14.8% | +19.8% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 ABNB 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