-44.1%
KHC vs SYF
+182.3%
-226.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -2.0% | -4.7% | +2.6% | -1.2% |
| 30D | +9.7% | +0.6% | +9.1% | +9.5% |
| 3M | -2.0% | -6.8% | +4.8% | -0.9% |
| 6M | +5.4% | +0.5% | +4.9% | +5.0% |
| YTD | +5.9% | -11.1% | +17.1% | +7.2% |
| 1Y | +7.5% | +1.3% | +6.2% | +6.2% |
| 3Y | -12.4% | +164.6% | -177.1% | -29.8% |
| 5Y | -15.8% | +65.2% | -81.0% | -27.5% |
| 10Y | -54.1% | +204.6% | -258.7% | -68.2% |
| All | -44.1% | +182.3% | -226.4% | -61.2% |
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 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