+154.1%
KRE vs SYF
+299.1%
-145.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | -1.6% | -3.6% | +2.0% | +0.6% |
| 30D | +4.9% | -1.7% | +6.6% | +5.8% |
| 3M | -4.5% | -7.8% | +3.3% | -0.1% |
| 6M | +7.7% | +3.4% | +4.3% | +4.2% |
| YTD | +14.5% | -12.2% | +26.7% | +21.1% |
| 1Y | +21.5% | -1.6% | +23.1% | +19.8% |
| 3Y | +91.2% | +157.8% | -66.5% | +2.5% |
| 5Y | +11.8% | +61.9% | -50.1% | -23.6% |
| 10Y | +89.3% | +180.0% | -90.7% | -15.6% |
| All | +154.1% | +299.1% | -145.0% | +0.9% |
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