+206.0%
SYF vs KGC
+496.6%
-290.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -0.8% |
| 7D | -4.3% | +11.1% | -15.4% | -4.8% |
| 30D | +1.0% | -3.7% | +4.8% | +1.2% |
| 3M | -6.4% | -17.2% | +10.8% | -5.7% |
| 6M | +1.0% | -27.3% | +28.3% | +2.1% |
| YTD | -10.7% | -18.5% | +7.8% | -10.4% |
| 1Y | +1.8% | -5.7% | +7.5% | +1.5% |
| 3Y | +165.8% | +336.5% | -170.6% | +147.2% |
| 5Y | +65.9% | +298.7% | -232.8% | +51.7% |
| 10Y | +206.0% | +538.5% | -332.6% | +202.3% |
| All | +206.0% | +496.6% | -290.6% | +202.3% |
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