+239.1%
KDP vs SYF
+176.2%
+62.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.5% | -6.9% | -7.3% |
| 7D | -4.0% | -3.3% | -0.7% | -3.5% |
| 30D | +8.5% | -2.2% | +10.6% | +8.8% |
| 3M | +20.7% | -9.3% | +30.0% | +22.3% |
| 6M | +23.2% | +2.1% | +21.1% | +22.6% |
| YTD | +30.5% | -12.6% | +43.1% | +32.2% |
| 1Y | +35.9% | -3.4% | +39.3% | +35.6% |
| 3Y | +24.8% | +156.5% | -131.7% | +4.2% |
| 5Y | +13.4% | +59.6% | -46.2% | +0.5% |
| All | +239.1% | +176.2% | +62.9% | +155.9% |
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