+154.8%
SYF vs KNX
+34.6%
+120.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.3% | +1.4% |
| 7D | -4.9% | -5.6% | +0.7% | -2.5% |
| 30D | -4.3% | -4.4% | +0.1% | -2.6% |
| 3M | +5.5% | -17.3% | +22.8% | +14.2% |
| 6M | +17.5% | +22.6% | -5.1% | +4.1% |
| YTD | -7.8% | +31.1% | -38.9% | -21.5% |
| 1Y | +1.6% | +60.2% | -58.6% | -23.3% |
| 3Y | +154.8% | +35.8% | +119.1% | +107.4% |
| All | +154.8% | +34.6% | +120.2% | +107.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling