+520.8%
APP vs KORU
-60.2%
+581.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +18.4% | -16.1% | -0.8% |
| 7D | +48.9% | -18.1% | +67.1% | +48.8% |
| 30D | +49.4% | -45.7% | +95.2% | +59.7% |
| 3M | +27.0% | -51.6% | +78.6% | +33.4% |
| 6M | -15.4% | -82.6% | +67.2% | -7.7% |
| YTD | -39.9% | -5.9% | -34.0% | -66.8% |
| 1Y | -32.0% | +3.3% | -35.2% | -63.9% |
| 3Y | +824.3% | +154.5% | +669.9% | +201.1% |
| 5Y | +252.4% | -26.6% | +279.0% | +61.6% |
| All | +520.8% | -60.2% | +581.0% | +201.0% |
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