-38.0%
KORU vs APD
+12.7%
-50.7%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.4% | -6.6% | -6.5% |
| 7D | -34.5% | -0.2% | -34.3% | -33.6% |
| 30D | -59.6% | +11.0% | -70.6% | -62.5% |
| 3M | -56.1% | +2.0% | -58.0% | -56.9% |
| 6M | -84.7% | +7.1% | -91.7% | -85.8% |
| YTD | -20.6% | +29.8% | -50.3% | -39.2% |
| 1Y | -13.9% | +24.0% | -37.9% | -32.3% |
| 3Y | +114.9% | +27.2% | +87.7% | +58.3% |
| All | -38.0% | +12.7% | -50.7% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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