+136.2%
KORU vs SYF
+159.4%
-23.2%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -6.0% |
| 7D | +11.1% | -2.0% | +13.2% | +12.9% |
| 30D | -40.6% | +1.2% | -41.8% | -41.1% |
| 3M | -63.9% | -9.4% | -54.5% | -61.2% |
| 6M | -82.8% | +4.4% | -87.2% | -83.3% |
| YTD | -15.4% | -11.9% | -3.5% | -8.1% |
| 1Y | -3.3% | -0.4% | -2.8% | -3.1% |
| 3Y | +136.2% | +159.6% | -23.4% | +29.1% |
| All | +136.2% | +159.4% | -23.2% | +29.1% |
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