-20.7%
KORU vs SYF
+178.4%
-199.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -6.1% |
| 7D | +11.1% | -2.0% | +13.2% | +13.2% |
| 30D | -40.6% | +1.2% | -41.8% | -41.2% |
| 3M | -63.9% | -9.4% | -54.5% | -60.7% |
| 6M | -82.8% | +4.4% | -87.2% | -83.5% |
| YTD | -15.4% | -11.9% | -3.5% | -5.7% |
| 1Y | -3.3% | -0.4% | -2.8% | -3.3% |
| 3Y | +136.2% | +159.6% | -23.4% | -7.9% |
| 5Y | -36.7% | +60.9% | -97.6% | -61.9% |
| All | -20.7% | +178.4% | -199.2% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 10y: compounded portfolio wealth divided by compounded SYF 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…
10y analysis · Full analysis span regression · 6 months rolling