+506.6%
APP vs KORU
-66.4%
+573.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.2% | +2.7% | -2.5% |
| 7D | +61.1% | -34.5% | +95.6% | +67.6% |
| 30D | +42.8% | -59.6% | +102.4% | +61.1% |
| 3M | +16.7% | -56.1% | +72.7% | +24.3% |
| 6M | -15.6% | -84.7% | +69.1% | -6.1% |
| YTD | -41.3% | -20.6% | -20.7% | -66.6% |
| 1Y | -39.3% | -13.9% | -25.4% | -66.6% |
| 3Y | +803.2% | +114.9% | +688.3% | +203.4% |
| 5Y | +313.2% | -36.0% | +349.1% | +94.2% |
| All | +506.6% | -66.4% | +573.0% | +203.4% |
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