-57.7%
KORU vs ABT
+286.3%
-344.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.6% | -6.5% |
| 7D | +11.1% | -1.3% | +12.4% | +12.3% |
| 30D | -40.6% | +6.0% | -46.6% | -44.5% |
| 3M | -63.9% | -1.9% | -62.0% | -64.3% |
| 6M | -82.8% | +31.2% | -114.0% | -88.4% |
| YTD | -15.4% | -11.2% | -4.2% | -15.1% |
| 1Y | -3.3% | -14.0% | +10.7% | -0.1% |
| 3Y | +136.2% | +20.7% | +115.5% | +55.4% |
| 5Y | -36.7% | -6.7% | -30.0% | -42.4% |
| 10Y | -22.9% | +226.3% | -249.2% | -81.9% |
| All | -57.7% | +286.3% | -344.0% | -91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling