+16.8%
KMB vs SYF
+259.8%
-242.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.8% |
| 7D | -2.7% | +2.6% | -5.3% | -2.9% |
| 30D | -5.0% | 0.0% | -5.1% | -5.0% |
| 3M | +6.6% | +11.9% | -5.4% | +5.5% |
| 6M | +1.0% | +18.9% | -17.9% | -0.5% |
| YTD | +6.0% | -4.6% | +10.5% | +6.0% |
| 1Y | -16.6% | +6.4% | -23.0% | -17.3% |
| 3Y | -8.6% | +167.2% | -175.8% | -17.9% |
| 5Y | -10.9% | +92.3% | -103.2% | -18.4% |
| 10Y | +16.8% | +263.2% | -246.3% | -4.7% |
| All | +16.8% | +259.8% | -242.9% | -4.7% |
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