+153.0%
SYF vs KEEL
+186.7%
-33.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.3% | +4.8% | -1.7% |
| 7D | -5.5% | +2.7% | -8.2% | -5.9% |
| 30D | -3.9% | +4.6% | -8.4% | -4.8% |
| 3M | +8.9% | -34.5% | +43.4% | +12.2% |
| 6M | +16.2% | +59.3% | -43.0% | +5.5% |
| YTD | -8.4% | +46.4% | -54.8% | -17.0% |
| 1Y | +2.6% | +96.6% | -94.0% | -14.8% |
| All | +153.0% | +186.7% | -33.7% | +71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling