-55.3%
KORU vs APA
-14.0%
-41.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.0% | -6.9% | -5.7% |
| 7D | +24.3% | +9.6% | +14.7% | +19.9% |
| 30D | -44.8% | -0.2% | -44.6% | -44.8% |
| 3M | -60.0% | +19.8% | -79.9% | -63.4% |
| 6M | -78.7% | +30.1% | -108.7% | -81.8% |
| YTD | -10.6% | +100.4% | -111.0% | -41.3% |
| 1Y | -3.8% | +105.2% | -109.0% | -37.7% |
| 3Y | +142.0% | +44.6% | +97.4% | +71.9% |
| 5Y | -33.1% | +88.8% | -121.9% | -59.8% |
| 10Y | -18.5% | +6.6% | -25.1% | -57.2% |
| All | -55.3% | -14.0% | -41.3% | -75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling