+29.3%
KORU vs MOD
+2,060.5%
-2,031.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +4.3% | +9.1% | +11.1% |
| 7D | +13.0% | +9.6% | +3.4% | +7.6% |
| 30D | +27.3% | 0.0% | +27.3% | +29.0% |
| 3M | -55.3% | -35.4% | -19.9% | -36.9% |
| 6M | +11.6% | -7.3% | +18.9% | +38.6% |
| YTD | +158.5% | +45.8% | +112.7% | +161.5% |
| 1Y | +482.2% | +43.1% | +439.0% | +486.7% |
| 3Y | +471.9% | +297.7% | +174.2% | +219.6% |
| 5Y | +41.1% | +1,478.8% | -1,437.6% | -61.3% |
| 10Y | +80.2% | +1,633.4% | -1,553.2% | -62.6% |
| All | +29.3% | +2,060.5% | -2,031.2% | -78.7% |
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 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