+391.7%
APP vs KORU
+9.4%
+382.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +13.4% | -11.2% | -0.5% |
| 7D | +0.9% | +13.0% | -12.1% | -1.8% |
| 30D | -23.3% | +27.3% | -50.6% | -28.1% |
| 3M | -42.6% | -55.3% | +12.6% | -41.4% |
| 6M | -33.6% | +11.6% | -45.2% | -54.5% |
| YTD | -52.4% | +158.5% | -211.0% | -76.8% |
| 1Y | -35.9% | +482.2% | -518.0% | -77.5% |
| 3Y | +642.2% | +471.9% | +170.3% | +126.6% |
| 5Y | +311.1% | +41.1% | +269.9% | +73.9% |
| All | +391.7% | +9.4% | +382.2% | +110.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling