+136.2%
KORU vs APA
+45.9%
+90.2%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.6% | -7.1% | -5.5% |
| 7D | +11.1% | +8.5% | +2.6% | +10.8% |
| 30D | -40.6% | +2.8% | -43.4% | -40.7% |
| 3M | -63.9% | +21.7% | -85.6% | -64.2% |
| 6M | -82.8% | +32.6% | -115.4% | -83.1% |
| YTD | -15.4% | +103.7% | -119.1% | -33.0% |
| 1Y | -3.3% | +101.8% | -105.1% | -23.1% |
| 3Y | +136.2% | +48.1% | +88.1% | +90.2% |
| All | +136.2% | +45.9% | +90.2% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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