-14.8%
KMB vs SYF
+7.1%
-21.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | -4.2% | +2.4% | -6.6% | -4.5% |
| 30D | -6.6% | +0.8% | -7.4% | -6.7% |
| 3M | +12.6% | +13.4% | -0.8% | +11.2% |
| 6M | +2.9% | +16.3% | -13.5% | +1.7% |
| YTD | +6.8% | -3.0% | +9.8% | +5.2% |
| 1Y | -14.8% | +5.7% | -20.5% | -17.6% |
| All | -14.8% | +7.1% | -21.8% | -17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling