+474.0%
KORU vs ABNB
+16.4%
+457.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.5% | +7.5% | +7.9% |
| 7D | -1.7% | -6.5% | +4.8% | +2.9% |
| 30D | +13.5% | -5.5% | +19.0% | +16.5% |
| 3M | -45.2% | +30.0% | -75.2% | -58.6% |
| 6M | +17.1% | +27.6% | -10.5% | -6.7% |
| YTD | +154.1% | +25.4% | +128.7% | +103.0% |
| 1Y | +375.7% | +38.3% | +337.4% | +253.4% |
| 3Y | +474.0% | +15.5% | +458.5% | +364.3% |
| All | +474.0% | +16.4% | +457.6% | +364.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling