+62.7%
KMI vs SYF
+300.4%
-237.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | +6.5% | -2.0% | +8.6% | +7.3% |
| 30D | -3.4% | +1.2% | -4.6% | -4.0% |
| 3M | +0.4% | -9.4% | +9.8% | +3.4% |
| 6M | -0.9% | +4.4% | -5.3% | -3.7% |
| YTD | +20.5% | -11.9% | +32.4% | +23.1% |
| 1Y | +23.2% | -0.4% | +23.6% | +20.1% |
| 3Y | +121.6% | +159.6% | -38.0% | +42.5% |
| 5Y | +149.1% | +60.9% | +88.2% | +85.5% |
| 10Y | +158.3% | +180.9% | -22.7% | +32.4% |
| All | +62.7% | +300.4% | -237.7% | -23.9% |
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