+528.8%
APP vs KORU
-64.1%
+593.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +11.3% | -6.5% | +2.9% |
| 7D | +79.2% | -25.8% | +105.0% | +82.3% |
| 30D | +48.0% | -56.9% | +104.9% | +65.1% |
| 3M | +18.2% | -55.7% | +73.9% | +26.0% |
| 6M | -12.5% | -83.7% | +71.2% | -3.7% |
| YTD | -39.2% | -15.3% | -23.9% | -65.7% |
| 1Y | -33.9% | +3.4% | -37.2% | -65.5% |
| 3Y | +933.3% | +133.8% | +799.5% | +241.0% |
| 5Y | +295.9% | -35.4% | +331.2% | +86.0% |
| All | +528.8% | -64.1% | +593.0% | +211.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KORU.
Daily Out/Under-Performance
Portfolio return minus KORU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KORU 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 KORU 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