+66.5%
SYF vs KGC
+286.2%
-219.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.5% | -0.8% |
| 7D | -2.1% | +10.5% | -12.6% | -3.3% |
| 30D | +2.5% | -4.1% | +6.6% | +2.9% |
| 3M | -6.3% | -13.1% | +6.8% | -5.1% |
| 6M | -1.5% | -27.5% | +26.1% | +1.4% |
| YTD | -10.5% | -20.7% | +10.2% | -9.7% |
| 1Y | +1.5% | -6.1% | +7.6% | +0.3% |
| 3Y | +163.3% | +318.6% | -155.3% | +99.7% |
| All | +66.5% | +286.2% | -219.7% | +21.7% |
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 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