+154.8%
SYF vs KEYS
+154.3%
+0.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | -0.9% |
| 7D | -4.9% | +3.5% | -8.4% | -6.3% |
| 30D | -4.3% | -4.5% | +0.2% | -2.7% |
| 3M | +5.5% | -0.4% | +5.9% | +4.2% |
| 6M | +17.5% | +19.1% | -1.6% | +5.5% |
| YTD | -7.8% | +66.7% | -74.4% | -32.7% |
| 1Y | +1.6% | +96.5% | -94.8% | -33.4% |
| 3Y | +154.8% | +155.2% | -0.3% | +39.8% |
| All | +154.8% | +154.3% | +0.5% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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