+61.6%
KMI vs SYF
+333.7%
-272.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.5% | +2.4% |
| 7D | -0.4% | +2.6% | -3.0% | -1.3% |
| 30D | +3.7% | 0.0% | +3.6% | +3.5% |
| 3M | +3.2% | +11.9% | -8.8% | -1.7% |
| 6M | -3.0% | +18.9% | -21.9% | -10.0% |
| YTD | +19.7% | -4.6% | +24.2% | +19.3% |
| 1Y | +25.6% | +6.4% | +19.3% | +19.7% |
| 3Y | +120.2% | +167.2% | -47.0% | +40.5% |
| 5Y | +160.5% | +92.3% | +68.1% | +80.9% |
| 10Y | +134.8% | +263.2% | -128.4% | +9.3% |
| All | +61.6% | +333.7% | -272.1% | -26.3% |
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