-27.3%
KORU vs MOD
+1,005.7%
-1,033.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +9.9% | +1.4% | +5.5% |
| 7D | -25.8% | -13.9% | -11.9% | -18.6% |
| 30D | -56.9% | -41.5% | -15.4% | -39.6% |
| 3M | -55.7% | -45.7% | -10.0% | -34.3% |
| 6M | -83.7% | -61.1% | -22.6% | -67.2% |
| YTD | -15.3% | -20.5% | +5.2% | +25.9% |
| 1Y | +3.4% | -32.1% | +35.5% | +63.1% |
| 3Y | +133.8% | +146.5% | -12.7% | +80.8% |
| 5Y | -35.4% | +812.7% | -848.1% | -75.0% |
| 10Y | -27.3% | +966.8% | -994.1% | -73.7% |
| All | -27.3% | +1,005.7% | -1,033.0% | -73.7% |
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