+47.5%
KORU vs MOD
+1,486.5%
-1,439.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +4.3% | +9.1% | +10.6% |
| 7D | +13.0% | +9.6% | +3.4% | +6.6% |
| 30D | +27.3% | 0.0% | +27.3% | +29.2% |
| 3M | -55.3% | -35.4% | -19.9% | -33.8% |
| 6M | +11.6% | -7.3% | +18.9% | +44.0% |
| YTD | +158.5% | +45.8% | +112.7% | +173.6% |
| 1Y | +482.2% | +43.1% | +439.0% | +513.8% |
| 3Y | +471.9% | +297.7% | +174.2% | +227.9% |
| All | +47.5% | +1,486.5% | -1,439.0% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling