-51.2%
KHC vs SYF
+176.2%
-227.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -3.3% | -3.3% | -0.1% | -2.8% |
| 30D | +9.1% | -2.2% | +11.3% | +9.5% |
| 3M | +1.4% | -9.3% | +10.7% | +3.0% |
| 6M | +8.4% | +2.1% | +6.3% | +7.6% |
| YTD | +6.2% | -12.6% | +18.8% | +7.9% |
| 1Y | +5.7% | -3.4% | +9.1% | +5.3% |
| 3Y | -12.0% | +156.5% | -168.5% | -29.7% |
| 5Y | -15.3% | +59.6% | -74.9% | -26.9% |
| All | -51.2% | +176.2% | -227.3% | -65.2% |
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