-3.5%
KORU vs SYF
+333.7%
-337.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +3.0% |
| 7D | +24.3% | +2.6% | +21.7% | +21.6% |
| 30D | +37.3% | 0.0% | +37.3% | +37.1% |
| 3M | -32.8% | +11.9% | -44.7% | -38.8% |
| 6M | +36.9% | +18.9% | +18.0% | +19.8% |
| YTD | +162.6% | -4.6% | +167.2% | +172.5% |
| 1Y | +467.0% | +6.4% | +460.7% | +432.6% |
| 3Y | +522.4% | +167.2% | +355.2% | +142.1% |
| 5Y | +57.9% | +92.3% | -34.5% | -18.1% |
| 10Y | +70.8% | +263.2% | -192.4% | -52.0% |
| All | -3.5% | +333.7% | -337.2% | -73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling