+82.9%
KORU vs ABT
+201.3%
-118.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.4% | +10.3% | +10.2% |
| 7D | -1.7% | -5.9% | +4.2% | +3.7% |
| 30D | +13.5% | -8.1% | +21.6% | +21.2% |
| 3M | -45.2% | +14.5% | -59.7% | -56.5% |
| 6M | +17.1% | -6.3% | +23.4% | +13.4% |
| YTD | +154.1% | -17.1% | +171.3% | +179.1% |
| 1Y | +375.7% | -21.4% | +397.0% | +444.0% |
| 3Y | +474.0% | +5.9% | +468.1% | +333.6% |
| 5Y | +60.4% | -12.8% | +73.2% | +57.6% |
| All | +82.9% | +201.3% | -118.3% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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