-10.7%
KORU vs APLD
+254.9%
-265.6%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.2% | -6.0% | -6.2% |
| 7D | -34.5% | -6.3% | -28.2% | -32.3% |
| 30D | -59.6% | -29.6% | -30.0% | -54.9% |
| 3M | -56.1% | -42.6% | -13.5% | -48.0% |
| 6M | -84.7% | -59.6% | -25.1% | -79.6% |
| YTD | -20.6% | -32.0% | +11.4% | -2.4% |
| 1Y | -13.9% | -46.9% | +33.1% | +8.6% |
| 3Y | +114.9% | +255.7% | -140.8% | +73.8% |
| All | -10.7% | +254.9% | -265.6% | -35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling