+419.2%
KDP vs SYF
+306.8%
+112.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +2.2% | -2.1% | +4.3% | +2.5% |
| 30D | +19.9% | +2.5% | +17.4% | +19.5% |
| 3M | +21.5% | -6.3% | +27.8% | +22.5% |
| 6M | +30.1% | -1.5% | +31.6% | +30.1% |
| YTD | +34.9% | -10.5% | +45.5% | +36.2% |
| 1Y | +43.4% | +1.5% | +41.9% | +42.1% |
| 3Y | +29.1% | +163.3% | -134.2% | +8.3% |
| 5Y | +15.0% | +66.8% | -51.8% | +1.7% |
| 10Y | +234.1% | +228.5% | +5.6% | +147.1% |
| All | +419.2% | +306.8% | +112.4% | +270.1% |
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