-56.6%
STLA vs KRMN
+17.6%
-74.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | +2.0% |
| 7D | -2.9% | -11.8% | +8.9% | -1.7% |
| 30D | +0.9% | -43.0% | +43.9% | +6.7% |
| 3M | -21.6% | -28.8% | +7.2% | -19.4% |
| 6M | -21.6% | -66.3% | +44.7% | -14.6% |
| YTD | -50.4% | -51.8% | +1.4% | -49.1% |
| 1Y | -43.6% | -44.7% | +1.1% | -44.1% |
| All | -56.6% | +17.6% | -74.2% | -66.8% |
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