+263.2%
SYF vs KIM
+29.1%
+234.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -2.1% |
| 7D | +2.6% | -0.3% | +2.9% | +2.8% |
| 30D | 0.0% | -1.7% | +1.7% | +1.1% |
| 3M | +11.9% | -0.8% | +12.7% | +12.2% |
| 6M | +18.9% | +4.4% | +14.5% | +15.2% |
| YTD | -4.6% | +21.2% | -25.8% | -16.3% |
| 1Y | +6.4% | +10.5% | -4.2% | -1.2% |
| 3Y | +167.2% | +47.5% | +119.7% | +104.2% |
| 5Y | +92.3% | +37.1% | +55.3% | +54.1% |
| 10Y | +263.2% | +29.5% | +233.7% | +120.6% |
| All | +263.2% | +29.1% | +234.1% | +120.6% |
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