+168.4%
SYF vs KMX
-3.5%
+171.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.7% |
| 7D | -3.3% | 0.0% | -3.2% | -3.4% |
| 30D | -2.2% | +3.5% | -5.7% | -4.3% |
| 3M | -9.3% | -10.4% | +1.1% | -5.5% |
| 6M | +2.1% | +37.6% | -35.6% | -15.2% |
| YTD | -12.6% | +36.1% | -48.7% | -29.3% |
| 1Y | -3.4% | +52.8% | -56.2% | -26.6% |
| 3Y | +156.5% | -17.0% | +173.5% | +149.8% |
| 5Y | +59.6% | -64.7% | +124.2% | +137.4% |
| All | +168.4% | -3.5% | +171.9% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 10y: compounded portfolio wealth divided by compounded KMX 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…
10y analysis · Full analysis span regression · 6 months rolling