+170.6%
SYF vs KIM
+63.6%
+107.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.6% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | +1.2% | +14.1% | -12.9% | -7.2% |
| 3M | -9.4% | +6.0% | -15.4% | -12.9% |
| 6M | +4.4% | +13.2% | -8.8% | -4.1% |
| YTD | -11.9% | +30.4% | -42.3% | -26.4% |
| 1Y | -0.4% | +31.0% | -31.4% | -17.2% |
| 3Y | +159.6% | +67.6% | +91.9% | +82.8% |
| 5Y | +60.9% | +35.8% | +25.1% | +29.3% |
| All | +170.6% | +63.6% | +107.0% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 10y: compounded portfolio wealth divided by compounded KIM 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…
10y analysis · Full analysis span regression · 6 months rolling