-61.9%
KORU vs MOD
+972.3%
-1,034.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.7% | +0.1% | +2.6% |
| 7D | -35.0% | -25.5% | -9.4% | -22.9% |
| 30D | -65.5% | -49.0% | -16.5% | -48.3% |
| 3M | -58.9% | -49.8% | -9.1% | -37.1% |
| 6M | -83.5% | -64.8% | -18.8% | -65.7% |
| YTD | -23.9% | -27.6% | +3.8% | +17.1% |
| 1Y | -12.4% | -35.2% | +22.8% | +39.6% |
| 3Y | +82.1% | +137.1% | -55.0% | +43.1% |
| 5Y | -42.6% | +760.3% | -802.9% | -76.9% |
| 10Y | -37.4% | +938.8% | -976.2% | -81.8% |
| All | -61.9% | +972.3% | -1,034.2% | -90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling