+4.1%
SYF vs KGC
-5.3%
+9.4%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.5% | -7.7% | -1.1% |
| 7D | -0.4% | -6.8% | +6.4% | +0.3% |
| 30D | +4.4% | -9.2% | +13.5% | +5.4% |
| 3M | -4.7% | -9.1% | +4.4% | -4.2% |
| 6M | +1.9% | -25.7% | +27.6% | +4.0% |
| YTD | -8.9% | -23.6% | +14.7% | -9.9% |
| 1Y | +4.1% | -4.3% | +8.4% | -2.0% |
| All | +4.1% | -5.3% | +9.4% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 1y: compounded portfolio wealth divided by compounded KGC 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…
1y analysis · Full analysis span regression · 6 months rolling