+169.2%
SYF vs KEEL
+294.5%
-125.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.1% | +0.5% |
| 7D | -4.9% | +2.9% | -7.8% | -5.1% |
| 30D | -4.3% | +0.8% | -5.2% | -4.6% |
| 3M | +5.5% | -35.3% | +40.8% | +7.5% |
| 6M | +17.5% | +59.4% | -41.9% | +11.8% |
| YTD | -7.8% | +51.9% | -59.7% | -12.6% |
| 1Y | +1.6% | +75.0% | -73.4% | -6.0% |
| 3Y | +154.8% | +224.5% | -69.7% | +118.3% |
| 5Y | +79.5% | -35.9% | +115.4% | +55.9% |
| All | +169.2% | +294.5% | -125.3% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 10y: compounded portfolio wealth divided by compounded KEEL 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…
10y analysis · Full analysis span regression · 6 months rolling