+358.7%
KDP vs SYF
+340.9%
+17.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +1.3% | +2.4% | -1.1% | +0.9% |
| 30D | +6.0% | +0.8% | +5.1% | +5.8% |
| 3M | +9.2% | +13.4% | -4.2% | +7.2% |
| 6M | +14.7% | +16.3% | -1.6% | +12.0% |
| YTD | +19.2% | -3.0% | +22.2% | +19.0% |
| 1Y | +15.2% | +5.7% | +9.5% | +13.5% |
| 3Y | +6.0% | +160.1% | -154.1% | -10.9% |
| 5Y | +5.4% | +88.5% | -83.1% | -8.5% |
| 10Y | +171.9% | +263.1% | -91.2% | +98.4% |
| All | +358.7% | +340.9% | +17.8% | +223.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling