+21.8%
SYF vs KRMN
+17.6%
+4.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.3% |
| 7D | -4.9% | -11.8% | +6.8% | -3.2% |
| 30D | -4.3% | -43.0% | +38.7% | +3.8% |
| 3M | +5.5% | -28.8% | +34.4% | +10.1% |
| 6M | +17.5% | -66.3% | +83.9% | +36.0% |
| YTD | -7.8% | -51.8% | +44.0% | -2.4% |
| 1Y | +1.6% | -44.7% | +46.3% | +2.8% |
| All | +21.8% | +17.6% | +4.2% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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