+239.3%
KDP vs SYF
+218.0%
+21.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +0.9% |
| 7D | +0.3% | -4.7% | +5.0% | +1.0% |
| 30D | +16.3% | +0.6% | +15.7% | +16.2% |
| 3M | +24.0% | -6.8% | +30.8% | +25.1% |
| 6M | +30.0% | +0.5% | +29.4% | +29.6% |
| YTD | +36.1% | -11.1% | +47.2% | +37.5% |
| 1Y | +46.8% | +1.3% | +45.5% | +45.5% |
| 3Y | +30.5% | +164.6% | -134.2% | +8.7% |
| 5Y | +17.9% | +65.2% | -47.3% | +4.0% |
| 10Y | +239.3% | +204.6% | +34.7% | +166.7% |
| All | +239.3% | +218.0% | +21.3% | +166.7% |
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