+82.1%
KORU vs MOD
+129.2%
-47.1%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.7% | +0.1% | +1.4% |
| 7D | -35.0% | -25.5% | -9.4% | -18.3% |
| 30D | -65.5% | -49.0% | -16.5% | -40.5% |
| 3M | -58.9% | -49.8% | -9.1% | -27.2% |
| 6M | -83.5% | -64.8% | -18.8% | -57.1% |
| YTD | -23.9% | -27.6% | +3.8% | +49.0% |
| 1Y | -12.4% | -35.2% | +22.8% | +77.3% |
| 3Y | +82.1% | +137.1% | -55.0% | +100.5% |
| All | +82.1% | +129.2% | -47.1% | +100.5% |
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