+485.3%
KORU vs MOD
+300.6%
+184.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +4.3% | +9.1% | +10.3% |
| 7D | +13.0% | +9.6% | +3.4% | +5.8% |
| 30D | +27.3% | 0.0% | +27.3% | +29.4% |
| 3M | -55.3% | -35.4% | -19.9% | -31.5% |
| 6M | +11.6% | -7.3% | +18.9% | +48.2% |
| YTD | +158.5% | +45.8% | +112.7% | +186.2% |
| 1Y | +482.2% | +43.1% | +439.0% | +543.1% |
| All | +485.3% | +300.6% | +184.7% | +251.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling