-54.1%
KHC vs SYF
+219.4%
-273.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -2.0% | -4.3% | +2.2% | -1.3% |
| 30D | +9.7% | +1.0% | +8.6% | +9.4% |
| 3M | -2.0% | -6.4% | +4.4% | -1.0% |
| 6M | +5.4% | +1.0% | +4.4% | +4.9% |
| YTD | +5.9% | -10.7% | +16.7% | +7.2% |
| 1Y | +7.5% | +1.8% | +5.7% | +6.1% |
| 3Y | -12.4% | +165.8% | -178.3% | -30.2% |
| 5Y | -15.8% | +65.9% | -81.8% | -27.7% |
| 10Y | -54.1% | +206.0% | -260.1% | -65.1% |
| All | -54.1% | +219.4% | -273.5% | -65.1% |
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 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