-36.9%
KORU vs MOD
+1,086.9%
-1,123.7%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +27.9% | -33.3% | -23.8% |
| 7D | +11.1% | +40.4% | -29.3% | -15.6% |
| 30D | -40.6% | -14.0% | -26.6% | -35.6% |
| 3M | -63.9% | -33.3% | -30.6% | -52.7% |
| 6M | -82.8% | -51.4% | -31.4% | -68.9% |
| YTD | -15.4% | +1.6% | -17.0% | +12.5% |
| 1Y | -3.3% | +5.4% | -8.6% | +25.3% |
| 3Y | +136.2% | +191.0% | -54.8% | +65.7% |
| All | -36.9% | +1,086.9% | -1,123.7% | -79.9% |
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