-56.0%
KHC vs SYF
+255.8%
-311.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.5% |
| 7D | -2.5% | -5.5% | +3.0% | -1.6% |
| 30D | +0.5% | -3.9% | +4.4% | +1.1% |
| 3M | +3.0% | +8.9% | -5.9% | +1.3% |
| 6M | +6.6% | +16.2% | -9.6% | +3.5% |
| YTD | +5.8% | -8.4% | +14.2% | +6.6% |
| 1Y | -2.2% | +2.6% | -4.8% | -3.6% |
| 3Y | -12.5% | +156.4% | -168.9% | -29.7% |
| 5Y | -13.6% | +78.2% | -91.8% | -26.9% |
| All | -56.0% | +255.8% | -311.8% | -69.0% |
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