+306.8%
SYF vs KGC
+510.8%
-204.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.5% | -0.5% |
| 7D | -2.1% | +10.5% | -12.6% | -2.4% |
| 30D | +2.5% | -4.1% | +6.6% | +2.6% |
| 3M | -6.3% | -13.1% | +6.8% | -6.0% |
| 6M | -1.5% | -27.5% | +26.1% | -0.8% |
| YTD | -10.5% | -20.7% | +10.2% | -10.2% |
| 1Y | +1.5% | -6.1% | +7.6% | +1.5% |
| 3Y | +163.3% | +318.6% | -155.3% | +153.3% |
| 5Y | +66.8% | +289.9% | -223.2% | +58.8% |
| 10Y | +228.5% | +501.8% | -273.3% | +225.3% |
| All | +306.8% | +510.8% | -204.0% | +317.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling