+133.8%
KORU vs APLD
+238.5%
-104.7%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +7.5% | +3.8% | +8.7% |
| 7D | -25.8% | +3.1% | -28.9% | -24.8% |
| 30D | -56.9% | -29.4% | -27.5% | -50.0% |
| 3M | -55.7% | -42.8% | -12.9% | -44.3% |
| 6M | -83.7% | -59.5% | -24.2% | -76.3% |
| YTD | -15.3% | -31.8% | +16.5% | +11.9% |
| 1Y | +3.4% | -46.0% | +49.4% | +40.1% |
| 3Y | +133.8% | +252.0% | -118.2% | +99.7% |
| All | +133.8% | +238.5% | -104.7% | +99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling