+426.7%
KORU vs SYK
-4.6%
+431.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.0% | -10.6% | -12.1% |
| 7D | +2.3% | -12.3% | +14.7% | +5.3% |
| 30D | +20.0% | -22.4% | +42.5% | +27.3% |
| 3M | -32.7% | -12.3% | -20.4% | -35.3% |
| 6M | +13.3% | -24.3% | +37.6% | +24.9% |
| YTD | +133.2% | -22.8% | +156.0% | +154.0% |
| 1Y | +357.3% | -28.8% | +386.0% | +433.8% |
| All | +426.7% | -4.6% | +431.3% | +431.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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