+340.9%
SYF vs KIM
+85.0%
+255.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +2.4% | +0.4% | +2.0% | +2.1% |
| 30D | +0.8% | -4.0% | +4.8% | +3.3% |
| 3M | +13.4% | +0.5% | +12.9% | +12.7% |
| 6M | +16.3% | +3.6% | +12.7% | +13.4% |
| YTD | -3.0% | +20.4% | -23.4% | -14.2% |
| 1Y | +5.7% | +9.7% | -4.0% | -1.0% |
| 3Y | +160.1% | +46.0% | +114.1% | +102.3% |
| 5Y | +88.5% | +34.4% | +54.1% | +54.4% |
| 10Y | +263.1% | +29.3% | +233.8% | +135.3% |
| All | +340.9% | +85.0% | +255.9% | +140.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling