-43.7%
KHC vs SYF
+184.3%
-228.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | +1.1% | -2.1% | +3.2% | +1.5% |
| 30D | +12.0% | +2.5% | +9.4% | +11.5% |
| 3M | +0.2% | -6.3% | +6.4% | +1.2% |
| 6M | +10.3% | -1.5% | +11.8% | +10.2% |
| YTD | +6.7% | -10.5% | +17.2% | +7.9% |
| 1Y | +10.9% | +1.5% | +9.3% | +9.5% |
| 3Y | -12.6% | +163.3% | -175.9% | -29.9% |
| 5Y | -16.3% | +66.8% | -83.0% | -28.0% |
| 10Y | -53.2% | +228.5% | -281.7% | -68.0% |
| All | -43.7% | +184.3% | -228.0% | -60.9% |
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