+522.4%
KORU vs APLD
+440.3%
+82.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.4% | -5.8% | -0.6% |
| 7D | +24.3% | +16.6% | +7.7% | +18.7% |
| 30D | +37.3% | -3.1% | +40.4% | +39.9% |
| 3M | -32.8% | -30.9% | -1.9% | -22.7% |
| 6M | +36.9% | +12.6% | +24.3% | +47.4% |
| YTD | +162.6% | +15.5% | +147.2% | +180.9% |
| 1Y | +467.0% | +103.5% | +363.5% | +445.5% |
| 3Y | +522.4% | +446.5% | +75.8% | +327.8% |
| All | +522.4% | +440.3% | +82.1% | +327.8% |
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