+1.6%
KMB vs SYF
+158.5%
-157.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | +0.5% | -2.1% | +2.6% | +0.5% |
| 30D | +12.4% | +2.5% | +9.9% | +12.3% |
| 3M | +1.0% | -6.3% | +7.3% | +1.2% |
| 6M | +12.1% | -1.5% | +13.6% | +12.2% |
| YTD | +11.6% | -10.5% | +22.1% | +11.5% |
| 1Y | +13.1% | +1.5% | +11.6% | +13.0% |
| 3Y | +1.6% | +163.3% | -161.7% | -1.0% |
| All | +1.6% | +158.5% | -157.0% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling