+26.8%
KDP vs SYF
+159.4%
-132.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.5% |
| 7D | -0.8% | -2.0% | +1.2% | -0.7% |
| 30D | +9.7% | +1.2% | +8.5% | +9.7% |
| 3M | +17.6% | -9.4% | +27.0% | +18.2% |
| 6M | +25.8% | +4.4% | +21.4% | +25.6% |
| YTD | +33.9% | -11.9% | +45.8% | +34.5% |
| 1Y | +38.9% | -0.4% | +39.3% | +38.6% |
| 3Y | +26.8% | +159.6% | -132.8% | +18.8% |
| All | +26.8% | +159.4% | -132.6% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling