+297.3%
SYF vs KIM
+101.3%
+196.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.8% |
| 7D | -4.2% | +2.8% | -7.0% | -5.8% |
| 30D | -1.1% | +15.9% | -16.9% | -9.8% |
| 3M | -7.9% | +7.8% | -15.7% | -12.2% |
| 6M | -1.1% | +11.9% | -13.0% | -8.1% |
| YTD | -12.6% | +31.0% | -43.6% | -26.7% |
| 1Y | -2.4% | +32.3% | -34.7% | -18.7% |
| 3Y | +156.6% | +65.5% | +91.2% | +85.1% |
| 5Y | +61.9% | +37.2% | +24.7% | +30.7% |
| 10Y | +186.5% | +63.9% | +122.5% | +68.8% |
| All | +297.3% | +101.3% | +196.1% | +105.1% |
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