-0.3%
SYF vs KIM
+31.8%
-32.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | -4.3% | +2.8% | -7.1% | -5.2% |
| 30D | +1.0% | +16.3% | -15.3% | -4.1% |
| 3M | -6.4% | +6.6% | -13.1% | -8.7% |
| 6M | +1.0% | +12.3% | -11.3% | -3.1% |
| YTD | -10.7% | +31.6% | -42.3% | -16.9% |
| All | -0.3% | +31.8% | -32.1% | -8.0% |
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