-0.4%
SYF vs KGC
-20.2%
+19.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -2.0% | -6.7% | +4.6% | -1.3% |
| 30D | +1.2% | -6.7% | +7.9% | +1.8% |
| 3M | -9.4% | -22.6% | +13.2% | -7.1% |
| 6M | +4.4% | -33.4% | +37.8% | +7.1% |
| YTD | -11.9% | -26.0% | +14.1% | -11.9% |
| 1Y | -0.4% | -18.3% | +17.9% | -2.3% |
| All | -0.4% | -20.2% | +19.8% | -2.3% |
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 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