+175.8%
KDP vs SYF
+259.8%
-83.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.1% |
| 7D | +2.1% | +2.6% | -0.5% | +1.7% |
| 30D | +8.5% | 0.0% | +8.4% | +8.4% |
| 3M | +6.6% | +11.9% | -5.3% | +4.8% |
| 6M | +17.1% | +18.9% | -1.8% | +13.9% |
| YTD | +19.0% | -4.6% | +23.6% | +19.2% |
| 1Y | +21.8% | +6.4% | +15.4% | +19.9% |
| 3Y | +6.4% | +167.2% | -160.7% | -11.3% |
| 5Y | +5.1% | +92.3% | -87.2% | -9.4% |
| 10Y | +175.8% | +263.2% | -87.3% | +99.4% |
| All | +175.8% | +259.8% | -83.9% | +99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling