+82.9%
KORU vs SYY
+116.5%
-33.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.1% | +7.9% | +8.0% |
| 7D | -1.7% | +3.9% | -5.7% | -5.0% |
| 30D | +13.5% | -1.7% | +15.3% | +14.6% |
| 3M | -45.2% | +5.2% | -50.4% | -49.6% |
| 6M | +17.1% | -0.2% | +17.3% | +11.3% |
| YTD | +154.1% | +15.4% | +138.8% | +116.0% |
| 1Y | +375.7% | +5.6% | +370.1% | +329.8% |
| 3Y | +474.0% | +28.9% | +445.1% | +318.6% |
| 5Y | +60.4% | +24.1% | +36.3% | +26.0% |
| All | +82.9% | +116.5% | -33.6% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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