+199.8%
KORU vs APLD
+477.4%
-277.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.6% | +2.4% |
| 7D | +20.1% | +9.0% | +11.1% | +17.8% |
| 30D | +47.5% | -6.6% | +54.1% | +50.8% |
| 3M | -30.1% | -35.2% | +5.2% | -20.8% |
| 6M | +20.1% | +0.4% | +19.7% | +29.5% |
| YTD | +166.6% | +10.7% | +155.9% | +182.7% |
| 1Y | +458.9% | +78.6% | +380.4% | +444.4% |
| 3Y | +531.8% | +423.9% | +107.8% | +344.4% |
| All | +199.8% | +477.4% | -277.6% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 10y: compounded portfolio wealth divided by compounded APLD 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…
10y analysis · Full analysis span regression · 6 months rolling