+3.4%
SYF vs KGC
+33.7%
-30.3%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | -1.1% | +10.5% | -11.6% | -1.8% |
| 3M | +7.4% | +19.8% | -12.4% | +5.6% |
| 6M | +16.2% | -6.7% | +22.9% | +14.8% |
| YTD | -6.1% | +7.8% | -13.9% | -7.4% |
| 1Y | +3.4% | +35.7% | -32.3% | +1.8% |
| All | +3.4% | +33.7% | -30.3% | +1.8% |
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