+4.1%
SYF vs KNX
+45.0%
-40.9%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -0.4% | +2.5% | -2.9% | -1.1% |
| 30D | +4.4% | -4.4% | +8.8% | +5.6% |
| 3M | -4.7% | -12.7% | +8.0% | -1.3% |
| 6M | +1.9% | +0.9% | +1.0% | -0.3% |
| YTD | -8.9% | +20.3% | -29.3% | -17.6% |
| 1Y | +4.1% | +40.9% | -36.9% | -11.2% |
| All | +4.1% | +45.0% | -40.9% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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