+502.1%
KORU vs SYF
+160.5%
+341.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.7% |
| 7D | +20.1% | -1.3% | +21.4% | +21.2% |
| 30D | +47.5% | -1.1% | +48.5% | +48.4% |
| 3M | -30.1% | +7.4% | -37.5% | -33.2% |
| 6M | +20.1% | +16.2% | +3.9% | +9.9% |
| YTD | +166.6% | -6.1% | +172.7% | +175.6% |
| 1Y | +458.9% | +3.4% | +455.6% | +440.8% |
| All | +502.1% | +160.5% | +341.6% | +210.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling