+168.4%
SYF vs KGC
+635.9%
-467.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | -0.3% |
| 7D | -3.3% | -4.1% | +0.8% | -3.1% |
| 30D | -2.2% | -11.6% | +9.5% | -1.6% |
| 3M | -9.3% | -24.5% | +15.2% | -8.2% |
| 6M | +2.1% | -34.6% | +36.6% | +3.8% |
| YTD | -12.6% | -26.2% | +13.5% | -11.9% |
| 1Y | -3.4% | -20.1% | +16.7% | -2.9% |
| 3Y | +156.5% | +312.4% | -155.9% | +137.6% |
| 5Y | +59.6% | +224.9% | -165.3% | +45.4% |
| All | +168.4% | +635.9% | -467.5% | +172.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling