+5.7%
SYF vs KNX
+67.7%
-62.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.8% |
| 7D | +2.4% | +7.1% | -4.7% | +0.6% |
| 30D | +0.8% | +1.7% | -0.8% | +0.3% |
| 3M | +13.4% | -8.1% | +21.5% | +15.6% |
| 6M | +16.3% | +14.0% | +2.3% | +10.8% |
| YTD | -3.0% | +38.5% | -41.5% | -12.3% |
| 1Y | +5.7% | +65.4% | -59.7% | -8.8% |
| All | +5.7% | +67.7% | -62.0% | -8.8% |
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