+292.6%
APP vs KORU
-42.6%
+335.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.8% | +4.0% | +8.9% |
| 7D | +71.2% | -35.0% | +106.2% | +78.3% |
| 30D | +39.1% | -65.5% | +104.6% | +61.6% |
| 3M | +16.5% | -58.9% | +75.4% | +25.7% |
| 6M | -16.6% | -83.5% | +67.0% | -10.8% |
| YTD | -41.9% | -23.9% | -18.1% | -67.5% |
| 1Y | -37.0% | -12.4% | -24.6% | -66.8% |
| 3Y | +892.4% | +82.1% | +810.3% | +233.5% |
| All | +292.6% | -42.6% | +335.2% | +103.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling