+70.8%
KORU vs MOD
+1,504.3%
-1,433.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.2% |
| 7D | +24.3% | +6.3% | +18.0% | +20.3% |
| 30D | +37.3% | -1.7% | +39.0% | +40.4% |
| 3M | -32.8% | -30.1% | -2.7% | -10.5% |
| 6M | +36.9% | +2.7% | +34.2% | +63.5% |
| YTD | +162.6% | +44.1% | +118.5% | +168.9% |
| 1Y | +467.0% | +38.7% | +428.3% | +483.4% |
| 3Y | +522.4% | +309.8% | +212.6% | +243.6% |
| 5Y | +57.9% | +1,569.7% | -1,511.8% | -58.2% |
| 10Y | +70.8% | +1,520.5% | -1,449.7% | -57.1% |
| All | +70.8% | +1,504.3% | -1,433.5% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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