-14.2%
KWEB vs SYF
+333.7%
-348.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.2% |
| 7D | -1.3% | +2.6% | -3.9% | -2.0% |
| 30D | -11.5% | 0.0% | -11.6% | -11.6% |
| 3M | -2.9% | +11.9% | -14.8% | -6.4% |
| 6M | -14.6% | +18.9% | -33.6% | -19.1% |
| YTD | -25.5% | -4.6% | -20.9% | -25.5% |
| 1Y | -31.1% | +6.4% | -37.5% | -33.2% |
| 3Y | +3.0% | +167.2% | -164.2% | -26.1% |
| 5Y | -42.6% | +92.3% | -135.0% | -55.9% |
| 10Y | -21.1% | +263.2% | -284.3% | -52.9% |
| All | -14.2% | +333.7% | -348.0% | -49.7% |
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