+298.1%
APP vs KORU
-38.2%
+336.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -5.4% | +9.3% | +4.8% |
| 7D | +4.6% | +11.1% | -6.6% | +2.4% |
| 30D | +56.0% | -40.6% | +96.6% | +63.5% |
| 3M | +30.8% | -63.9% | +94.7% | +45.8% |
| 6M | -9.8% | -82.8% | +73.0% | -0.6% |
| YTD | -39.3% | -15.4% | -23.9% | -66.5% |
| 1Y | -26.4% | -3.3% | -23.2% | -61.6% |
| 3Y | +887.9% | +136.2% | +751.8% | +208.9% |
| All | +298.1% | -38.2% | +336.2% | +96.3% |
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