+61.3%
KMB vs SYF
+340.9%
-279.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -3.0% | +2.4% | -5.4% | -3.2% |
| 30D | -5.5% | +0.8% | -6.3% | -5.6% |
| 3M | +14.0% | +13.4% | +0.6% | +12.7% |
| 6M | +4.1% | +16.3% | -12.3% | +2.7% |
| YTD | +8.0% | -3.0% | +11.1% | +8.0% |
| 1Y | -13.7% | +5.7% | -19.5% | -14.5% |
| 3Y | -5.9% | +160.1% | -166.1% | -15.3% |
| 5Y | -8.6% | +88.5% | -97.1% | -16.2% |
| 10Y | +17.3% | +263.1% | -245.8% | -5.0% |
| All | +61.3% | +340.9% | -279.6% | +29.4% |
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