+51.6%
KORU vs ABNB
+19.5%
+32.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.6% | +4.0% |
| 7D | +24.3% | -4.4% | +28.7% | +27.3% |
| 30D | +37.3% | -2.0% | +39.3% | +36.8% |
| 3M | -32.8% | +29.8% | -62.6% | -45.3% |
| 6M | +36.9% | +31.0% | +5.9% | +14.1% |
| YTD | +162.6% | +28.6% | +134.0% | +119.5% |
| 1Y | +467.0% | +40.1% | +427.0% | +350.8% |
| 3Y | +522.4% | +19.7% | +502.7% | +433.8% |
| 5Y | +57.9% | +6.5% | +51.4% | +32.1% |
| All | +51.6% | +19.5% | +32.1% | +32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling