+887.9%
APP vs KORU
+138.6%
+749.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -5.4% | +9.3% | +4.5% |
| 7D | +4.6% | +11.1% | -6.6% | +3.2% |
| 30D | +56.0% | -40.6% | +96.6% | +61.1% |
| 3M | +30.8% | -63.9% | +94.7% | +41.1% |
| 6M | -9.8% | -82.8% | +73.0% | -3.1% |
| YTD | -39.3% | -15.4% | -23.9% | -62.0% |
| 1Y | -26.4% | -3.3% | -23.2% | -56.1% |
| 3Y | +887.9% | +136.2% | +751.8% | +272.4% |
| All | +887.9% | +138.6% | +749.3% | +272.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling