+82.9%
KORU vs SYF
+258.4%
-175.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.7% | +8.2% | +8.3% |
| 7D | -1.7% | -4.9% | +3.2% | +2.9% |
| 30D | +13.5% | -4.3% | +17.8% | +17.9% |
| 3M | -45.2% | +5.5% | -50.7% | -47.9% |
| 6M | +17.1% | +17.5% | -0.4% | +3.6% |
| YTD | +154.1% | -7.8% | +161.9% | +172.3% |
| 1Y | +375.7% | +1.6% | +374.0% | +365.8% |
| 3Y | +474.0% | +154.8% | +319.2% | +130.6% |
| 5Y | +60.4% | +79.5% | -19.1% | -12.0% |
| All | +82.9% | +258.4% | -175.4% | -42.3% |
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