+3.4%
SYF vs KIM
+9.4%
-6.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | -1.3% | -1.0% | -0.4% | -1.0% |
| 30D | -1.1% | -1.1% | 0.0% | -0.7% |
| 3M | +7.4% | -5.3% | +12.7% | +9.5% |
| 6M | +16.2% | +3.9% | +12.3% | +14.5% |
| YTD | -6.1% | +20.3% | -26.4% | -12.6% |
| 1Y | +3.4% | +10.4% | -7.1% | -0.7% |
| All | +3.4% | +9.4% | -6.0% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling