+378.5%
APP vs KORU
+11.1%
+367.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.2% | -3.0% |
| 7D | +0.1% | +24.3% | -24.2% | -4.4% |
| 30D | -10.0% | +37.3% | -47.4% | -17.3% |
| 3M | -44.6% | -32.8% | -11.9% | -46.8% |
| 6M | -37.9% | +36.9% | -74.8% | -59.5% |
| YTD | -53.7% | +162.6% | -216.3% | -77.5% |
| 1Y | -43.0% | +467.0% | -510.0% | -79.8% |
| 3Y | +640.8% | +522.4% | +118.4% | +119.6% |
| 5Y | +358.8% | +57.9% | +301.0% | +91.2% |
| All | +378.5% | +11.1% | +367.4% | +104.2% |
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