-57.5%
STLA vs KRMN
+17.4%
-74.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -11.3% | +9.4% | -0.7% |
| 7D | +0.4% | -12.9% | +13.2% | +1.7% |
| 30D | -5.2% | -43.3% | +38.1% | +0.3% |
| 3M | -24.9% | -27.2% | +2.3% | -22.9% |
| 6M | -25.2% | -66.8% | +41.6% | -18.4% |
| YTD | -51.4% | -51.9% | +0.4% | -50.1% |
| 1Y | -40.7% | -43.7% | +3.0% | -41.4% |
| All | -57.5% | +17.4% | -74.9% | -67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling