+92.3%
SYF vs KGC
+450.8%
-358.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.4% |
| 7D | +2.6% | +2.4% | +0.2% | +2.3% |
| 30D | 0.0% | +9.2% | -9.2% | -1.0% |
| 3M | +11.9% | +16.7% | -4.8% | +9.6% |
| 6M | +18.9% | -7.0% | +25.9% | +18.9% |
| YTD | -4.6% | +7.5% | -12.1% | -6.7% |
| 1Y | +6.4% | +34.4% | -28.0% | +0.8% |
| 3Y | +167.2% | +552.0% | -384.8% | +94.5% |
| 5Y | +92.3% | +454.5% | -362.2% | +38.8% |
| All | +92.3% | +450.8% | -358.5% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling