+305.8%
SYF vs KIM
+102.1%
+203.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.3% |
| 7D | -4.3% | +2.8% | -7.1% | -5.9% |
| 30D | +1.0% | +16.3% | -15.3% | -8.1% |
| 3M | -6.4% | +6.6% | -13.1% | -10.2% |
| 6M | +1.0% | +12.3% | -11.3% | -6.4% |
| YTD | -10.7% | +31.6% | -42.3% | -25.3% |
| 1Y | +1.8% | +31.5% | -29.8% | -14.9% |
| 3Y | +165.8% | +68.0% | +97.9% | +90.0% |
| 5Y | +65.9% | +38.7% | +27.2% | +33.1% |
| 10Y | +206.0% | +65.7% | +140.3% | +79.5% |
| All | +305.8% | +102.1% | +203.7% | +109.0% |
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 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